this paper uses integrated data envelopment analysis (dea) models to rank all extreme and non-extreme efficient decision making units (dmus) and then applies integrated dea ranking method as a criterion to modify genetic algorithm (ga) for finding pareto optimal solutions of a multi objective programming (mop) problem. the researchers have used ranking method as a shortcut way to modify ga to d...

this paper is a research on the ordering planning of a supply chain with one supplier, multi buyer and multi deteriorating items. items have fixed life time and expire dates. the ordering period is taken as variable and must be computed the proposed models. the problem is studied via two different approaches the first is the joint replenishment, based on the hwang and chew's model [3] and ...

this paper discusses different important gas permeation models such as “maxwell”, “bruggeman”, “lewis-neilson”, and “pal” models to predict “mixed matrix membranes” (mmms) performance. the main parameter considered and discussed is the permeability of hydrogen on carbon nanotubes (cnts)-mmm. for evaluation of the theoretical models, experimental data of permeability for h2 were compared to the ...

Affine mortality models are well suited for theoretical and practical application in pricing risk management of risk. They produce consistent, closed-form stochastic survival curves allowing the efficient valuation mortality-linked claims. We model USA age-cohort data using five multi-factor affine models. focus on three-factor compare four Gaussian along with a based Cox–Ingersoll–Ross (CIR) p...

health price inflation rate is different from increasing in health expenditures. health expenditures contain both quantity and prices but inflation rate contains prices. this study aimed to determine the factors that affect the inflation rate for health care services (ircpihc) in iran.we used central bank of iran data. we estimated the relationship between the inflation rate and its determinant...

It is not surprising that Monte-Carlo methods may be related to the finite-difference schemes for solving PDE’s through the Feynmac-Kac characterization. However, while finite difference methods tend to be quicker than Monte-Carlo methods for low dimensional problems they suffer from the curse of dimensionality and quickly become impractical as the number of dimensions grow. Monte-Carlo simulat...

The recent deregulation of electricity markets has led to the creation of energy exchanges, where the electricity is freely traded. In this paper, we study the most salient statistical features of electricity prices with a particular attention to the European energy exchanges. These features can be adequately reproduced by the sum-OU model: a model representing the price as a sum of Lévy-driven...