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). Chapter 1 gives some basic introduction to uncertain theories, including probability theory, credibility theory, uncertainty … theory and chance theory. Chapter 2 presents a comprehensive review and discussion of basic DEA models. The stochastic DEA is … uncertain DEA. In order to evaluate the DMUs in which uncertainty and randomness appear simultaneously, the hybrid DEA based on …
Persistent link: https://www.econbiz.de/10014020934
1. Einleitung -- 1.1. Diskussion über Neugestaltung der Solvabilitätsvorschriften -- 1.2. Zielsetzung der Ausarbeitung -- 1.3. Struktur und Inhalt der Ausarbeitung -- I: Modelle zur Messung der Solvabilität -- 2. Begriffliche Grundlagen -- 3. Vergleichende Darstellung von Modellen zur Messung...
Persistent link: https://www.econbiz.de/10014019144
Why Do We Simulate? -- Simulation Programming: Quick Start -- Examples -- Simulation Programming with VBASim -- Two Views of Simulation -- Simulation Input -- Simulation Output -- Experiment Design and Analysis -- Simulation for Research -- VBASim
Persistent link: https://www.econbiz.de/10014016471
Risk: Is There a Unique Objective Measure? -- Expected Utility Theory -- Stochastic Dominance Decision Rules … Distributions -- Almost Stochastic Dominance (ASD) -- Stochastic Dominance and Risk Measures -- Stochastic Dominance and … Dominance Approach -- Non-Expected Utility and Stochastic Dominance -- Stochastic Dominance and Prospect Theory -- Multivariate …
Persistent link: https://www.econbiz.de/10014017858
version is then expanded by introducing cost and demand shocks and uncertainty. The latter enters the model via second order … uncertainty - regarding growth and inflation expectations - can lead to lower nominal interest rates set by the central bank … persistent shocks and uncertainty · Comparative statics and a wide range of numerical simulations · Mathematical concepts and …
Persistent link: https://www.econbiz.de/10014020852
This book is devoted to investment decision-making under uncertainty. The book covers three basic approaches to this … prospect theory and its modified version, cumulative prospect theory. Each approach is discussed and compared. In addition …This book is devoted to investment decision-making under uncertainty. The book covers three basic approaches to this …
Persistent link: https://www.econbiz.de/10013520424
Persistent link: https://www.econbiz.de/10013521053
-Risikos für IT-Projekte -- Dimensionen der Risikoanalyse auf Grundlage eines „Project Risk Models“ aus der Praxis -- Empirische … Erhebung zur Ermittlung relevanter Risiko- und Maßnahmengrößen -- Risikoanalyse unter Verwendung der Monte …
Persistent link: https://www.econbiz.de/10014014368
Electricity Markets -- Stochastic Programming Fundamentals -- Uncertainty Characterization via Scenarios -- Risk … Uncertainty: Wind Energy …Decision Making Under Uncertainty in Electricity Markets provides models and procedures to be used by electricity …
Persistent link: https://www.econbiz.de/10013522852
-V analysis; Sensitivity of optimal debt and risk to alternative stochastic processes, Early Warning Signals -- Application of …Stochastic Optimal Control (SOC)-a mathematical theory concerned with minimizing a cost (or maximizing a payout …) pertaining to a controlled dynamic process under uncertainty-has proven incredibly helpful to understanding and predicting debt …
Persistent link: https://www.econbiz.de/10014015779