نتایج جستجو برای: financial risk analysis.

تعداد نتایج: 3644105  

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه علامه طباطبایی 1390

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, ...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه علامه طباطبایی - دانشکده اقتصاد 1393

due to extraordinary large amount of information and daily sharp increasing claimant for ui benefits and because of serious constraint of financial barriers, the importance of handling fraud detection in order to discover, control and predict fraudulent claims is inevitable. we use the most appropriate data mining methodology, methods, techniques and tools to extract knowledge or insights from ...

Journal: :J. Computational Applied Mathematics 2010
Zhimin Zhang Hu Yang Shuanming Li

In this paper, we consider a perturbed compound Poisson risk model with two-sided jumps. The downward jumps represent the claims following an arbitrary distribution, while the upward jumps are also allowed to represent the random gains. Assuming that the density function of the upward jumps has a rational Laplace transform, the Laplace transforms and defective renewal equations for the discount...

Journal: :JCP 2012
Zhaoning Zhang Chang Sun Peng Zhou

Free flight is an effective way to solve the congestions of air traffic flow. In order to guarantee the flight security, there is great significance to study on collision risk assessment in free flight. This paper applies the idea of collision risk of fixed route based on conflict area for reference, firstly designs a conflict area and establishes the collision risk model in free flight on the ...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه تبریز - دانشکده کشاورزی 1394

with the increasing population and the need for more food, as well as with the development of science and technology, human approach to unnatural and often chemical inputs to increase agricultural production has been a great expansion and problems such as increased cancers, chronic diseases has created environmental pollution. implementation of organic organic is a solution to these problems . ...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه سمنان - دانشکده مدیریت و اقتصاد 1392

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...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه علامه طباطبایی - دانشکده اقتصاد 1391

reinsurance is widely recognized as an important instrument in the capital management of an insurance company as well as its risk management tool. this thesis is intended to determine premium rates for different types of reinsurance policies. also, given the fact that the reinsurance coverage of every company depends upon its reserves, so different types of reserves and the method of their calc...

2004
Andrei L. Badescu Lothar Breuer Steve Drekic Guy Latouche David A. Stanford

This paper presents an explicit characterization for the joint probability density function of the surplus immediately prior to ruin and the deficit at ruin for a general risk process, which includes the Sparre-Andersen risk model with phase-type inter-claim times and claim sizes. The model can also accommodate a Markovian arrival process which enables claim sizes to be correlated with the inte...

Journal: :FO & DM 2011
Xiaoxia Huang

This paper discusses the uncertain portfolio selection problem when security returns cannot be well reflected by historical data. It is proposed that uncertain variable should be used to reflect the experts’ subjective estimation of security returns. Regarding the security returns as uncertain variables, the paper introduces a risk curve and develops a mean-risk model. In addition, the crisp fo...

Journal: :Finance and Stochastics 2007
Alexander Schied

Ambiguity, also called Knightian or model uncertainty, is a key feature in financial modeling. A recent paper by Maccheroni et al. (2004) characterizes investor preferences under aversion against both risk and ambiguity. Their result shows that these preferences can be numerically represented in terms of convex risk measures. In this paper we study the corresponding problem of optimal investmen...

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