In this paper, following the generalization of Delta Normal VaR to Delta Mixture Elliptic VaR in Sadefo-Kamdem [3], we give and explicit formula to estimate linear VaR and ES when the risk factors changes with the mixture of t-Student distributions. In particular, we give rise to Delta-Mixture-Student VaR and the Delta-Mixture-Elliptic ES.

The genus Thymus (Lamiaceae) is represented by 38 species (64 taxa) in Turkey, and 24 of which are endemic to Turkey. Aerial parts of Thymus longicaulis subsp. chaubardii var. chaubardii, T. zygioides var. lycaonicus, T. longicaulis subsp. longicaulis var. subisophyllus and T. pulvinatus collected from three different localities in Balikesir province were subjected to hydrodistillation to yield...

In wave chaotic scattering, statistical fluctuations of the scattering matrix S and the impedance matrix Z depend both on universal properties and on nonuniversal details of how the scatterer is coupled to external channels. This paper considers the impedance and scattering variance ratios, Xi(z) and Xi(s), where Xi(z) = Var[Z(ij)]/{Var[Z(ii)]Var[Z(jj)]}1/2, Xi(s) = Var[S(ij)]/{Var[S(ii)]Var[S(...

This paper provides a model of the interaction between risk-management practices and market liquidity. Our main finding is that a feedback effect can arise. Tighter risk management leads to market illiquidity, and this illiquidity further tightens risk management. Risk management plays a central role in institutional investors’ allocation of capital to trading. For instance, a risk manager may ...

OBJECTIVES Evaluation of the Sophora alopecuroides var. alopecuroides seed effects on morphine withdrawal syndrome in mice and determination of the alkaloid composition of the seed total extract. MATERIALS AND METHODS The effects of the seed total extract, alkaloid fraction and major compound matrine on the mice morphine withdrawal syndrome were compared to saline and methadone. Mice were mad...

The antimicrobial activity of three different extracts (hexanic, ethyl acetate, methanol) obtained from Brazilian Drosera species (D. communis, D. montana var. montana, D. brevifolia, D. villosa var. graomogolensis, D. villosa var. villosa, Drosera sp. 1, and Drosera sp. 2 ) were tested against Staphylococcus aureus (ATCC 25923), Enterococcus faecium (ATCC23212), Pseudomonas aeruginosa (ATCC278...

For a given variety Var of algebras we define the variety Var of dialgebras. This construction turns to be closely related with varieties of pseudo-algebras: every Var-dialgebra can be embedded into an appropriate pseudo-algebra of the variety Var. In particular, Leibniz algebras are exactly Lie dialgebras, and every Leibniz algebra can be embedded into current Lie conformal algebra.

This paper presents a multiobjective daily voltage and reactive power control (Volt/VAr) in radial distribution systems, including distributed generation units. The main purpose is to determine optimum dispatch schedules for onload tap changer (OLTC) settings at substations, substation-switched capacitors, and feeder-switched capacitors based on the day-ahead load forecast. The objectives are s...

The essential oil of the leaves of P. racemosa var. terebinthina and P. racemosa var. grisea were examined by GC and GC/MS. The major constituents were alpha-terpineol acetate (27%), alpha-terpineol (20%) and 4-methoxy eugenol (12.6%) for Pracemosa var. terebinthina and 4-methoxy-isoeugenol (75.2%) and 4-methoxy-eugenol (4.5%) for P. racemosa var. grisea.

In this paper, following the generalization of Delta Normal VaR to Delta Mixture Elliptic VaR in Sadefo-Kamdem [3], we give and explicit formula to estimate linear VaR and ES when the risk factors changes with the mixture of t-Student distributions. In particular, we give rise to Delta-Mixture-Student VaR and the Delta-Mixture-Elliptic ES.