نتایج جستجو برای: downside risk criteria have preference over common risk criteria
تعداد نتایج: 4776453 فیلتر نتایج به سال:
in this article the researcher, comparing semivariance and calculated beta on basis of it to the variance and common beta, has tried to see whether downside beta criteria (semivariance and calculated beta on basis of it) have any preference over the common risk criteria (variance and common bata) or not. in order to achieve this, weekly data of 55 sample companies were gathered in a 6-year peri...
abstract: about 60% of total premium of insurance industry is pertained?to life policies in the world; while the life insurance total premium in iran is less than 6% of total premium in insurance industry in 2008 (sigma, no 3/2009). among the reasons that discourage the life insurance industry is the problem of adverse selection. adverse selection theory describes a situation where the inf...
insurers have in the past few decades faced longevity risks - the risk that annuitants survive more than expected - and therefore need a new approach to manage this new risk. in this dissertation we survey methods that hedge longevity risks. these methods use securitization to manage risk, so using modern financial and insurance pricing models, especially wang transform and actuarial concepts, ...
in the process of investment decision making, next to financial indicators many other aspects of investment projects are increasingly often considered. this leads to the multi-criteria evaluation of a project. the advantage of multi-criteria methods is the ability to take into account all (not only financial) aspects of the attractiveness of an investment project. the selection of criteria of p...
these days, all department stores make an effort to provide their clients with valuable products in order to project the best image for them. as a result, clients’ comprehension risk will decrease and they will be more willing to repurchase. having a good image is really important for the department stores because it makes an impression on clients’ comprehension of both quality and risk. consid...
background: there is a long lasting dilemma over the ideal screening and diagnostic method in gestational diabetes mellitus (gdm). even though universal screening is commonly practiced, selective screening based on risk factors is also practiced in some center. the aim of this study is to evaluate the most appropriate method to screen gdm in high‑risk pregnant women in sri lanka. methods: this ...
Security remains to be a critical issue in the safe operation of Information Systems (IS). Identifying the threats to IS may lead to an effective method for measuring security as the initial stage for risk management. Despite many attempts to classify threats to IS, new threats to Health Information Systems (HIS) remains a continual concern for system developers. The main aim of this paper is t...
Using Multi-Criteria Decision-Making (MCDM) to solve complicated decisions often includes uncertainty, which could be tackled by utilizing the fuzzy sets theory. Type-2 fuzzy sets consider more uncertainty than type-1 fuzzy sets. These fuzzy sets provide more degrees of freedom to illustrate the uncertainty and fuzziness in real-world production projects. In this paper, a new multi-criteria ana...
results the total art score was equal to 30.07 ± 12.43. data analysis from art illustrated that 74.6% of 240 cases were in high and 13.8% were in medium level of risk. art-electre results revealed that grading and pars naghsh halls were in the best and decoration hall was in the worst ergonomic conditions and should be placed in the top priority of action level. background in this paper, the er...
In this paper we extend the theory of precautionary saving to the case in which uncertainty is multidimensional and we develop a matrix-measure of multivariate prudence. Furthermore, we characterize comparative prudence, decreasing and increasing prudence, the e¤ect of uncertainty on the marginal propensity to consume out of wealth, and the Drèze-Modigliani substitution e¤ect in this multivaria...
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