this study was carried out to investigate the effect of selection on the reduction of fat-tail size in lori-bakhtiari lambs. the study lasted for five years at the development and breeding center of lori-bakhtiari sheep station. estimation of fat-tail weight, using external fat-tail dimensions was obtained from regression procedure at 6 month age. soft tissue depth at the point 12 cm from the m...

Chitosan, a natural biopolymer composed of a linear polysaccharide of α (1-4)-linked 2-amino 2-deoxy β-D glucopyranose was synthesized by deacetylation of chitin, which is one of the major structural elements, that forms the exoskeleton of crustacean shrimps. The present study was undertaken to prepare chitosan from shrimp shell waste. The physiochemical properties like degree of deacetylation ...

The aim of this work is to develop a non parametric tool for detecting dependence in the tails of ...nancial data. We provide a simple method to locate and measure serial dependence in the tails, based on the ”runs tests”, a basic statistical tool for testing independence. Our empirical investigation on many ...nancial time series reveals a strong departure from independence for daily observati...

In this paper we propose an on-line Bayesian filtering and smoothing method for time series models with heavy-tailed alpha-stable noise, with a particular focus on TVAR models. We first point out how a filter that fails to take into account the heavy-tailed character of the noise performs poorly and then examine how an α-stable based particle filter can be devised to overcome this problem. The ...

Tasche (1999) introduces a capital allocation principle where the capital allocated to each risk unit can be expressed in terms of its contribution to the conditional tail expectation (CTE) of the aggregate risk. Panjer (2002) derives a closed-form expression for this allocation rule in the multivariate normal case. Landsman & Valdez (2003) generalise Panjer’s result to the class of multivariat...