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    Wyświetlanie 1-4 z 4
    Tytuł:
    Dynamic asset allocation under uncertainty for pension fund management
    Autorzy:
    Pflug, G.
    Świętanowski, A.
    Powiązania:
    https://bibliotekanauki.pl/articles/205561.pdf
    Data publikacji:
    1999
    Wydawca:
    Polska Akademia Nauk. Instytut Badań Systemowych PAN
    Tematy:
    model finansowy
    optymalizacja stochastyczna
    podejmowanie decyzji
    procesy Markowa
    asset liability management
    financial modeling
    investment
    pension fund management
    portfolio
    risk management
    stochastic dynamic optimization
    Opis:
    Decision making in managing the asset and liability structure of a pension fund can be supported by stochastic dynamic optimization. We discuss our model, which is based on data analysis and forecast for the asset-side as well as a simulation model for the liability side. The core of our decision support system consists of the following building blocks : a set of securities, a pricing module based on a multifactor Markov model to derive expected returns of securities, a simulation-based model for liabilities, a carefully chosen objective function suitable for the pension fund and a stochastic optimization problem solver. We consider the use of different objectives in the model and decomposition techniques to solve the stochastic portfolio optimization problem. Our final goal is to design an efficient parallel implementation.
    Źródło:
    Control and Cybernetics; 1999, 28, 4; 755-777
    0324-8569
    Pojawia się w:
    Control and Cybernetics
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Elaboration of stochastic models to comprehensive evaluation of occupational risks in complex dynamic systems
    Autorzy:
    Bochkovskyi, A. P.
    Powiązania:
    https://bibliotekanauki.pl/articles/1818802.pdf
    Data publikacji:
    2021
    Wydawca:
    Stowarzyszenie Komputerowej Nauki o Materiałach i Inżynierii Powierzchni w Gliwicach
    Tematy:
    safety management
    health management
    dynamic systems
    Markov drift processes
    risk evaluation
    occupational risk
    zarządzanie bezpieczeństwem
    zarządzanie zdrowiem
    układy dynamiczne
    modele stochastyczne
    ocena ryzyka
    ryzyko zawodowe
    Opis:
    Purpose: Elaborate stochastic models to comprehensive evaluation of occupational risks in “man - machine - environment” systems taking into account the random and dynamic nature of the impact on the employee of negative factors over time. Design/methodology/approach: Within study, the methods of probability theory and the theory of Markov processes - to find the limit distribution of the random process of dynamic impact on the employee of negative factors over time and obtain main rates against which the level of occupational risks within the "man - machine - environment" systems can be comprehensively evaluated; Erlang phases method, Laplace transform, difference equations theory, method of mathematical induction - to elaborate a method of analytical solution of the appropriate limit task for a system of differential equations in partial derivatives and appropriate limit conditions were used. Findings: A system of differential equations in partial derivatives and relevant limit conditions is derived, which allowed to identify the following main rates for comprehensive evaluation of occupational risks in systems "man - machine - environment": probability of excess the limit of the employee's accumulation of negative impact of the harmful production factor; probability of the employee’s injury of varying severity in a random time. An method to the solution the limit task for a system of differential equations, which allows to provide a lower bounds of the probability of a certain occupational danger occurrence was elaborated. Research limitations/implications: The elaborated approach to injury risk evaluation is designed to predict cases of non-severe injuries. At the same time, this approach allows to consider more severe cases too, but in this case the task will be more difficult. Practical implications: The use of the elaborated models allows to apply a systematic approach to the evaluation of occupational risks in enterprises and to increase the objectivity of the evaluation results by taking into account the real characteristics of the impact of negative factors on the employee over time. Originality/value: For the first time, a special subclass of Markov processes - Markov drift processes was proposed and substantiated for use to comprehensive evaluation of occupational risks in “man - machine - environment” systems.
    Źródło:
    Journal of Achievements in Materials and Manufacturing Engineering; 2021, 104, 1; 31--41
    1734-8412
    Pojawia się w:
    Journal of Achievements in Materials and Manufacturing Engineering
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Policy Development of River Water Quality Governance Toward Land Use Dynamics Through a Risk Management Approach
    Autorzy:
    Namara, Idi
    Hartono, Djoko M.
    Latief, Yusuf
    Moersidik, Setyo Sarwanto
    Powiązania:
    https://bibliotekanauki.pl/articles/2027788.pdf
    Data publikacji:
    2022
    Wydawca:
    Polskie Towarzystwo Inżynierii Ekologicznej
    Tematy:
    river water pollution
    land use
    physical project approach
    WWTP
    wastewater treatment plant
    drainage
    legal aspect
    institutional aspect
    risk management
    system dynamic
    Opis:
    The Cisadane River, Tangerang City, is one of the most important rivers in Indonesia. This river provides raw water for Municipal Waterworks (PDAM) of the Tangerang City and Soekarno-Hatta International Airport, but the water quality tends to deteriorate due to pollution. The government has made various efforts to manage the river water quality, but no significant resolution was issued yet. The problem is becoming more complicated due to land-use changes that affect the pollutant load. Therefore, more precise, integrated, and comprehensive management is needed. This study used an approach with various methodologies according to the stages of the research, including; qualitative and quantitative analysis, GIS, statistics, risk management, and System Dynamic. The outcome of this research was the development of the policies in river water quality management, specifically land use manage-ment, separation of drainage channels from domestic sewage channels, enhancement of Wastewater Treatment Plant (WWTP) services coverage, as well as reinforcement of institutional and regulatory aspects, especially in funding commitments.
    Źródło:
    Journal of Ecological Engineering; 2022, 23, 2; 25-33
    2299-8993
    Pojawia się w:
    Journal of Ecological Engineering
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Zarządzanie bezpieczeństwem w inteligentnym środowisku pracy. Cz.2
    Risk management in the intelligent work environment. Part.2
    Autorzy:
    Gralewicz, G.
    Powiązania:
    https://bibliotekanauki.pl/articles/179386.pdf
    Data publikacji:
    2015
    Wydawca:
    Centralny Instytut Ochrony Pracy
    Tematy:
    inteligentne środowisko pracy
    dynamiczne zarządzanie ryzykiem
    personalizacja oceny ryzyka
    smart working environment
    dynamic risk management
    risk evaluation personalisation
    Opis:
    W artykule przedstawiono nowe podejście do inteligentnego zarządzania bezpieczeństwem i higieną pracy. Wymaga ono wykorzystania nowych technologii i rozwiązań opracowanych na potrzeby obszaru związanego z bezpieczeństwem pracy. Wymieniono funkcje bezpieczeństwa z uwzględnieniem ich potencjalnej roli w hierarchii środków prewencyjnych w obszarze bezpieczeństwa i higieny pracy.
    The article proposes a new concept of risk management in the so called intelligent work environment in field of the occupational health and safety using the new technologies and solutions developed for the needs of safety-related area of work. Specified the functions of security taking into account their potential role in the hierarchy of preventive measures in the area of occupational health and safety.
    Źródło:
    Bezpieczeństwo Pracy : nauka i praktyka; 2015, 8; 18-20
    0137-7043
    Pojawia się w:
    Bezpieczeństwo Pracy : nauka i praktyka
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
      Wyświetlanie 1-4 z 4

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