نتایج جستجو برای: risk analysis
تعداد نتایج: 3550855 فیلتر نتایج به سال:
Assessment of the health impacts of recreational water quality is a useful tool in developing appropriate policies. Risk assessment approaches are increasingly being used as a scientific rationale for risk management. This chapter describes the various methods used for identification and quantification of hazards in recreational water risk assessment. It also looks at how different factors infl...
This paper presents an explicit characterization for the joint probability density function of the surplus immediately prior to ruin and the deficit at ruin for a general risk process, which includes the Sparre-Andersen risk model with phase-type inter-claim times and claim sizes. The model can also accommodate a Markovian arrival process which enables claim sizes to be correlated with the inte...
This paper discusses the uncertain portfolio selection problem when security returns cannot be well reflected by historical data. It is proposed that uncertain variable should be used to reflect the experts’ subjective estimation of security returns. Regarding the security returns as uncertain variables, the paper introduces a risk curve and develops a mean-risk model. In addition, the crisp fo...
Ambiguity, also called Knightian or model uncertainty, is a key feature in financial modeling. A recent paper by Maccheroni et al. (2004) characterizes investor preferences under aversion against both risk and ambiguity. Their result shows that these preferences can be numerically represented in terms of convex risk measures. In this paper we study the corresponding problem of optimal investmen...
A key challenge associated with compositions is that they must often function in volatile environments, where the parameters of the component Web services may change during execution. Failure to adapt to such changes may result in sub-optimal compositions. Value of changed information (VOC) offers a principled and recognized approach for selectively querying component services for their revised...
Risk-based asset allocation strategies are mainly used to diversify nominal asset weights. In this paper, we discuss the diversification of risk factors. The analysis is based on the idea of Partovi and Caputo (2004), who use principal component analysis to transform a portfolio into a set of uncorrelated principal portfolios. Risk-based asset allocation strategies can be applied to these uncor...
This study examines the effect of managerial ability on subsequent stock price crash risk using listed firm data in Korea. Compared to some financially advanced countries, the influence of managers is particularly more powerful in Korea, as ownership and management are not effectively separate in most Korean firms. In addition, we considered the effect of large business groups called Chaebol, w...
Cost evaluation often constitutes a substantial part of the total risk analysis. Often, models that use decision theoretical methods at different levels in the risk evaluation process are unable to take into account situations where the available information concerning the consequences of different incidents is vague or numerically imprecise. Based on a more general theory for decision analysis...
this ethnographic case study research was carried out in a private school setting in the context of iran. the research tried to explore the analysis and identity construction of a group of learners and teachers along with the content analysis of books on the basis of four types of commodified, political, national and narrative identities. how english language learners and teachers in an informa...
the issue of successful project management and control is of vital importance in today’s world. although the time and cost of any project is determined in advance, paying less attention to an appropriate control and revision will result in a small chance of reaching those goals. the earned value management method that shows deviation of projects schedules and costs is of the good method for thi...
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