Results 31 to 40 of about 6,405,842 (302)

A Discrete Model of the Expected Loss for Catastrophe Insurance in Natural Disasters [PDF]

Journal of Risk Analysis and Crisis Response (JRACR), 2011
The traditional actuarial model of catastrophe insurance is too theoretical. In many cases, it is of no avail. In this paper, we suggest a discrete model of catastrophe insurance to calculate the expected losses.
Chongfu Huang, Xing Shi
doaj   +1 more source

The impact of the expected credit loss model under IFRS 9 on loan loss recognition timeliness: early evidence from the Egyptian banks [PDF]

المجلة العلمية للدراسات والبحوث المالية والتجارية, 2021
The central bank of Egypt (CBE) has obligated the Egyptian banks as of 2019 to apply IFRS 9 to provide more timely information about the expected credit losses (ECL).
کريم منصور على حسوبة
doaj   +1 more source

Expected Loss Model

, 2023
https://ia601404.us.archive.org/17/items/bermudan-swaption/BermudanSwaption ...
openaire   +1 more source

Efficient Reallocation of BESS in Monopolar DC Networks for Annual Operating Costs Minimization: A Combinatorial-Convex Approach

Batteries, 2023
This article deals with the solution of a mixed-integer nonlinear programming (MINLP) problem related to the efficient reallocation of battery energy storage systems (BESS) in monopolar direct current (DC) grids through a master–slave optimization ...
Luis Fernando Grisales-Noreña, Oscar Danilo Montoya, Jesús C. Hernández   +2 more
doaj   +1 more source

The expectation-based loss-averse newsvendor [PDF]

Economics Letters, 2013
We modify the classic single-period inventory management problem by assuming that the newsvendor is expectation-based loss averse according to Köszegi and Rabin (2006, 2007). Expectation-based loss aversion leads to an endogenous psychological cost of leftovers as well as stockouts.
openaire   +5 more sources

Gains and Losses in Nonadditive Expected Utility [PDF]

, 1994
This paper provides a simple approach for deriving cumulative prospect theory. The key axiom is a cumulative dominance axiom which requires that a prospect be judged more attractive if in it greater gains are more likely and greater losses are less likely.
Rakesh, S., Wakker, P.P.
openaire   +2 more sources

Impact of Estimating Fair Values of Bank Loans Using the Approach of the International Financial Reporting Standards (Case Study: An Iranian Bank) [PDF]

بررسی‌های حسابداری و حسابرسی, 2018
In this paper, fair value and impairment of an Iranian bank's loan portfolio is estimated using the approach of International Financial Reporting Standards and the result is compared with values using the approach of Central Bank of Iran which is based ...
Mina Moghadasi Nikjeh, Rezvan Hejazi, Morteza Akbari, Mohammad Ali Dehghan Dehnavi   +3 more
doaj   +1 more source

Trading Option Portfolios Using Expected Profit and Expected Loss Metrics

Risks
When trading in the call and put contracts of option chains, the portfolios of strikes must be selected. The trader must also decide whether to take long or short positions at the selected strikes.
Johannes Hendrik Venter, Pieter Juriaan de Jongh   +1 more
doaj   +1 more source

The Impact of IFRS 9 on the Link Between Lending and the Capital Ratio in Publicly Traded Banks in Poland

Journal of Banking and Financial Economics, 2022
This paper aims to determine the role of the expected credit loss approach as defined in IFRS 9 in the effects of capital ratio on loans growth in publicly traded banks in Poland.
Paweł Bojar, Małgorzata Anna Olszak
doaj   +1 more source

THRESHOLD PARAMETER OF THE EXPECTED LOSSES

Croatian Operational Research Review, 2012
The objective of extreme value analysis is to quantify the probabilistic behavior of unusually large losses using only extreme values above some high threshold rather than using all of the data which gives better fit to tail distribution in comparison to traditional methods with assumption of normality.
Arnerić, Josip, Lolić, Ivana, Galetić, Juran   +2 more
openaire   +6 more sources