نتایج جستجو برای: data envelopment analysis assessment performance value at risk index efficiency
تعداد نتایج: 8472112 فیلتر نتایج به سال:
in this paper, linear data envelopment analysis models are used to estimate markowitz efficient frontier. conventional dea models assume non-negative values for inputs and outputs. however, variance is the only variable in these models that takes non-negative values. therefore, negative data models which the risk of the assets had been used as an input and expected return was the output are uti...
Data envelopment analysis provides a theoretical framework for analyzing performance and measuring efficiency. Using data envelopment analysis, we can evaluate units and organizations and discuss about their efficiency or inefficiency. In performance assessment of organizations, the most important goal is to rank the units according to their efficiency. Since ranking decision making units in da...
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...
Data Envelopment Analysis (DEA) is one of the most widely used technique for evaluating the relative efficiency of a set of homogeneous decision making units. Traditionally, it assumes that input and output variables are known in advance, ignoring the critical issue of data uncertainty. In this paper, we deal with the problem of efficiency evaluation under uncertain conditions by adopting the g...
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, ...
Background and Objectives: Evaluating the performance of clinical units is critical for effective management of health settings. Certain assessment of clinical variables for performance analysis is not always possible, calling for use of uncertainty theory. This study aimed to develop and evaluate an integrated independent component analysis-fuzzy-data envelopment analysis approach to accurate ...
data envelopment analysis (dea) was developed to help compare the relative performance of decision-making units. it is a non-parametric method for performing frontier analysis. it uses linear programming to estimate the efficiency of multiple decision-making units and it is commonly used in production, management and economics [3]. dea generates an efficiency score between 0 and 1 for each unit...
hospitals as the centers that consume the most resource of health system, based on their function have difference performance and efficiency. the purpose of this study was to assess the efficiency of ahvaz hospitals using data envelopment analysis (dea) method. this study is a descriptive-analytic study that assessed the efficiency of teaching and nonteaching hospitals in ahvaz using dea in 200...
every country actively and initiatively takes all kinds of policy steps to improve the international competitiveness of its industries and therefore improve national integrated competitiveness for the purpose of gaining economic benefits under the context of economic globalization. therefore, studies of moreover, projects launched by the cluster had to be endorsed by the growers and one criteri...
abstract the current study set out to address the issue as to whether the implementation of portfolio assessment would give rise to iranian pre-intermediate efl learner autonomy. participants comprised 60 female in pre-intermediate level within the age range of 16-28.they were selected from among 90 language learners based on their scores on language proficiency test -key english test. then, t...
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