نتایج جستجو برای: value at risk

تعداد نتایج: 4735708  

Journal: :IJAVET 2011
Lila Holt Mary F. Ziegler

The new workplace is a key arena for learning in today’s society. The spiraling demand for knowledge in the workplace has increased interest in learning, especially team learning. Team learning can be viewed from multiple perspectives, making it difficult for career and technical educators (CTEs) to know how to prepare students for a team-based work environment, especially one that includes vir...

2009
T. ISHIYAMA M. TEZUKA S. SUGIHARA I. IKUSHIMA

The waterchestnut (Trapa natans var. japonica Nakai) has been dominating the entire in Lake North Inbanuma, Chiba Prefecture, Japan. In order to investigate the seasonal variation of its surface coverage area, photographic recording of surface areas occupied by waterchestnuts in ten quadrats carried out from a boat every two weeks over a period of two years. In addition, the waterchestnuts were...

1997
Colleen Cassidy Marianne Gizycki

The views expressed in this paper are those of the authors and do not necessarily reflect those of the Reserve Bank of Australia. A number of people (both within the Reserve Bank and from other banks) provided useful comments. We are particularly grateful to Phil Lowe, Brian Gray and the bank that provided the data for testing.

Journal: :J. Multivariate Analysis 2014
Lei Hua Harry Joe

We use the conditional distribution and conditional expectation of one random variable given the other one being large to capture the strength of dependence in the tails of a bivariate random vector. We study the tail behavior of the boundary conditional cumulative distribution function (cdf) and two forms of conditional tail expectation (CTE) for various bivariate copula families. In general, ...

2005
Klaus Düllmann

Results from portfolio models for credit risk tell us that loan concentration in certain industry sectors can substantially increase the value-at-risk (V aR). The purpose of this paper is to analyse if a very tractable “infection model” can provide a meaningful estimate of the impact of concentration risk on the V aR. This would be achieved with quite parsimonious data requirements, which are c...

Journal: :J. Adv. Inf. Fusion 2011
Claude Jauffret Denis Pillon Annie-Claude Pignol

Authors’ addresses: C. Jauffret, Université Sud Toulon-Var, CNRS, IM2NP (UMR 6242), Bâtiment X, BP 132, 83957 La Garde Cedex, France, Email: ([email protected]); D. Pillon, Thales Underwater Systems, 525 Route des Dolines, 06903 Sophia-Antipolis, France, Email: ([email protected]); A. C. Pignol, Université Sud Toulon-Var, CNRS, IM2NP (UMR 6242), Bâtiment X, BP 132, 83957 La Gar...

1981
Alexander Borgida

II HEE& OF Ol&zll HIERARCHIES We h i g h l i g h t the growing body of systems in AI and outs ide where IS-A h ie ra rch ies of procedures co-occur w i th more t r a d i t i o n a l onea of ob jec t s , and we c l a s s i f y the var ious types of s p e c i a l i s a t i o n s . We then g ive formal d e f i n i t i o n s which approximate t h e i r intended meanings and, f i n a l l y , examine...

2009
Hiroo OHMORI

The subalpine zones on the mountains south of the Tohoku mountains in the Japanese Islands are normally occupied by coniferous forests dominated by Abies mariesii, A. veitchii, Picea jezoensis var. hondoensis and Tsuga diversifolia. But there are many mountains where the subalpine coniferous forest does not exist; the thermometrical subalpine zones on such mountains are replaced by subalpine an...

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