Inicio  /  OPERATIONS RESEARCH  /  Vol: 59 Núm: 6 Par: 0 (2011)  /  Artículo
ARTÍCULO
TITULO

Efficient Simulation of Value at Risk with Heavy-Tailed Risk Factors

Cheng-Der Fuh    
Inchi Hu    
Ya-Hui Hsu    
and Ren-Her Wang    

Resumen

No disponible

 Artículos similares

       
 
Lama Ayad, Hocine Imine, Claudio Lantieri and Francesca De Crescenzio    
Cyclists are at a higher risk of being involved in accidents. To this end, a safer environment for cyclists should be pursued so that they can feel safe while riding their bicycles. Focusing on safety risks that cyclists may face is the main key to prese... ver más
Revista: Infrastructures

 
Ximena Capa-Camacho, Pedro Martínez-Pagán, José A. Acosta, Marcos A. Martínez-Segura, Marco Vásconez-Maza and Ángel Faz    
The efficient management of slurry, which is a by-product rich in nutrients derived from feces, urine, cleaning water, and animal waste that stands out for its high concentration of nutrients such as nitrogen, phosphorus, and potassium, is of vital impor... ver más
Revista: Water

 
Kees Nederhoff, Sean C. Crosby, Nate R. Van Arendonk, Eric E. Grossman, Babak Tehranirad, Tim Leijnse, Wouter Klessens and Patrick L. Barnard    
The Puget Sound Coastal Storm Modeling System (PS-CoSMoS) is a tool designed to dynamically downscale future climate scenarios (i.e., projected changes in wind and pressure fields and temperature) to compute regional water levels, waves, and compound flo... ver más
Revista: Water

 
Mengyu Sun, Jianxin Liu, Jian Ou, Rong Liu and Ling Zhu    
Electrical resistivity tomography is a non-destructive and efficient geophysical exploration method that can effectively reveal the geological structure and sliding surface characteristics inside landslide bodies. This is crucial for analyzing the stabil... ver más
Revista: Applied Sciences

 
Grzegorz Struzikiewicz    
An effective chip formation process is significant for an efficient metal-cutting process. Long continuous chips can lead to scratches on the machined surface, increasing the risk to operator safety and stability of the machining process. The use of chip... ver más
Revista: Applied Sciences