نتایج جستجو برای: worst case conditional value at risk

تعداد نتایج: 5698588  

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه علامه طباطبایی - دانشکده اقتصاد 1389

abstract: about 60% of total premium of insurance industry is pertained?to life policies in the world; while the life insurance total premium in iran is less than 6% of total premium in insurance industry in 2008 (sigma, no 3/2009). among the reasons that discourage the life insurance industry is the problem of adverse selection. adverse selection theory describes a situation where the inf...

Journal: :IEEE Transactions on Control Systems and Technology 2023

The standard approach to risk-averse control is use the exponential utility (EU) functional, which has been studied for several decades. Like other functionals, EU encodes risk aversion through an increasing convex mapping $\varphi$ o...

Journal: :Asia-Pacific Journal of Operational Research 2022

Healthcare systems are facing serious challenges in balancing their human resources to cope with volatile service demand, while at the same time providing necessary job satisfaction healthcare workers. In this paper, we propose a distributionally robust optimization formulation generate task assignment plan that promotes fairness allocation, attained by reducing difference total working among w...

Journal: :Journal of Mathematical Analysis and Applications 2003

2008
Paul Froom Shlomo Almog Asher Pardo

Because there is some contamination of practically every body of water, risk analysis is important to determine diving exposure standards to pollutants, including requirements for protective equipment. In the following study we attempt to determine the increased risk of cancer in Israeli Naval divers exposed to pollutants in the Kishon River system. We calculated two risks, one using maximally ...

Journal: :IJAVET 2010
Karim A. Remtulla

This article advocates workplace adult education and training researchers and scholar practitioners interested in career and technical education (CTE), adult education and technology, and who are attempting social and cultural critiques of workplace e-learning. The emphasis on the technological and artefactual in workplace e-learning research and study are not producing the expected learning ou...

2000
Christian Bauer

This article deals with the Value at Risk concept as it is used in practice. We show that, like the Gaussian distribution, elliptical distributions lend themselves to simple practical computations. All necessary computations are detailed for the symmetric hyperbolic distributions. A test on real stock market and exchange rate data shows the new distributions fit the data better and outperform e...

2016
Ahsen Ikbal Aytekin Yagup Macit Eray Tüzün

Özetçe. Günümüz şirketleri, müşterilerinin beklentilerini anlamak ve bu beklentilere hızlı ve doğru bir şekilde tepki vermek durumundadır. Artık, bilişim sistemleri karar destek sistemleri olmaktan çıkmış ve doğrudan yönetimin, üretimin, ticaretin ve sosyal hayatın yaşandığı sistemler haline gelmiştir. Hayatın kendisini beklemeye almak hayattan kopuş ile sonuçlanmaktadır. Uygulama yazılımları i...

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