نتایج جستجو برای: elasticity of risk frequency

تعداد نتایج: 21298631  

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه شهید چمران اهواز - دانشکده مهندسی علوم آب 1393

drought is transient phenomenon , slow , repetitive and integral part of the climate of each region. drought begins with a substantial reduction in precipitation over the long-term average rainfall and over time, reduced soil moisture and surface and ground water resources will continue to decrease. this phenomenon is the most important in bakhtegan basin because of its importance in strategic ...

2000
Shawn Ni Neil Raymon

In this paper we examine how increases in intertemporal price uncertainty affect the welfare of a consumer. In the preference structure of the consumer the coefficient of relative risk aversion and the elasticity of intertemporal substitution (EIS) are parametrically independent. We find that under empirically plausible circumstances, for each given degree of risk aversion an increase in price ...

2017
Ohad Kadan Asaf Manela

We derive a general expression for the value of information to a price-taking investor in a dynamic environment and provide a framework for its estimation from option prices. We study the value of both private and public information and break it down into its instrumental and psychic parts. We apply this framework and estimate that a consumer-investor with commonlyused preference parameters wou...

Journal: :journal of mining and environment 2016
m. mohseni m. ataei

in this work, the time series modeling was used to predict the tazareh coal mine risks. for this purpose, initially, a monthly analysis of the risk constituents including frequency index and incidence severity index was performed. next, a monthly time series diagram related to each one of these indices was for a nine year period of time from 2005 to 2013. after extrusion of the trend, seasonali...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه سیستان و بلوچستان - دانشکده مهندسی عمران 1392

abstract in aggregate, active forms of reactive silica with mineral names are sometimes associated with sand and gravel in concrete mixture. alkali hydroxides originated from alkalis in the cement or other resources form an alkaline silica gel with this reactive silica which becomes swallowed and expanded during time causing damage to concrete. there have been growing researches on alkaline r...

Journal: :Proceedings of the National Academy of Sciences 2020

Journal: :The Journal of the Acoustical Society of America 1995

2010
Humphrey J. Maris Sebastien Balibar

In 2004 Kim and Chan performed a torsional oscillator measurement of the rotational inertia of solid helium-4. They found frequency changes which were interpreted in terms of a non-classical rotational inertia, that is a partial superfluidity or “supersolidity” of solid helium-4. Since then there have been many further studies using various versions of this technique. One important question tha...

2003
Harjoat S. Bhamra Raman Uppal Bernard Dumas Chenghu Ma Tan Wang Hongjun Yan

The objective of this note is to understand the implications for consumption and portfolio choice of the separation of an investor’s risk aversion and elasticity of intertemporal substitution that is made possible by recursive utility, in contrast to expected utility where the two are dictated by the same parameter. In particular, we study whether the optimal dynamic consumption and portfolio d...

2004
R Leaver

This paper presents an estimate of the price elasticity of supply for tobacco output in Zimbabwe using an adapted Nerlovian model. The results indicate a short-run elasticity of +0.34 and a long-run elasticity of +0.81, suggesting that tobacco farmers are highly unresponsive to price changes. These estimates are similar to those obtained for tobacco in supply response studies conducted in other...

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