Efficiency and super-efficiency under inter-temporal dependence

2020 ◽  
Vol 54 (5) ◽  
pp. 1385-1400
Author(s):  
Vahid Moonesian ◽  
Saeid Jahangiri ◽  
Saeid Ghobadi
Keyword(s):  
Commercial Bank ◽  
Relative Efficiency ◽  
Banking Sector ◽  
Sufficient Conditions ◽  
Extended Version ◽  
Temporal Dependence ◽  
Super Efficiency ◽  
Decision Making Unit ◽  
Lp Model ◽  
Necessary And Sufficient

In this paper, a linear programming (LP) model for measuring the relative efficiency of a decision-making unit (DMU) under inter-temporal dependence of data is proposed. Necessary and sufficient conditions are derived for identification of dynamically efficient paths. Furthermore, an LP model is proposed to estimate the super-efficiency of the dynamically efficient paths using an extended version of the modified MAJ model (Saati et al., Ric. Oper. 31 (2001) 47–59). To evaluate the applicability of the proposed method in a banking sector example, this method is employed for ranking some branches of the Iranian commercial bank.

Efficiency Measure Under Inter-Temporal Dependence

2018 ◽  
Vol 17 (02) ◽  
pp. 657-675 ◽  
Author(s):  
S. Ghobadi ◽  
G. R. Jahanshahloo ◽  
F. Hosseinzadeh Lotfi ◽  
M. Rostamy-Malkhalifeh
Keyword(s):  
Cost Efficiency ◽  
Convex Combination ◽  
Sufficient Conditions ◽  
Data Envelopment ◽  
Decision Making Unit ◽  
Dynamic Data Envelopment Analysis ◽  
Lp Model ◽  
Necessary And Sufficient ◽  
Assessment Window ◽  
Mathematical Relationships

In this paper, a linear programming (LP) model is proposed to estimate the efficiency of a decision-making unit (DMU) in the framework of dynamic Data Envelopment Analysis (DEA). Necessary and sufficient conditions required for characterizing dynamically efficient paths are established. An LP model is proposed to estimate the dynamic cost efficiency (DCE) measure. It is proved that the aggregate CE in an assessment window is a convex combination of CEs of available periods in the assessment window. In addition, it is shown that a DMU in an assessment window is dynamically efficient when the DMU is dynamically cost/revenue efficient. Mathematical relationships between relative, cost, revenue, and profit efficiencies are studied in the framework of dynamic DEA.

scholarly journals An algorithm for the anchor points of the PPS of the FRH models

2020 ◽  
Author(s):  
Dariush Akbarian
Keyword(s):  
Decision Making ◽  
Sufficient Conditions ◽  
Data Envelopment ◽  
Proposed Model ◽  
Decision Making Unit ◽  
Production Possibility Set ◽  
Anchor Points ◽  
Definition Of ◽  
Necessary And Sufficient ◽  
Decision Making Units

In this paper we deal with a variant of non-convex data envelopment analysis, called free replication hull model and try to obtain their anchor points. This paper uses a variant of super-efficiency model to characterize all extreme efficient decision making units and anchor points of the free replication hull models. A necessary and sufficient conditions for a decision making unit to be anchor point of the production possibility set of the free replication hull models are stated and proved. Since the set of anchor points is a subset of the set of extreme units, a definition of extreme units and a new method for obtaining these units in non-convex technologies are given. To illustrate the applicability of the proposed model, some numerical examples are finally provided.

Modeling Colorectal Cancer

2013 ◽  
pp. 53-75 ◽  
Author(s):  
Svetoslav Nikolov ◽  
Mukhtar Ullah ◽  
Momchil Nenov ◽  
Julio Vera Gonzalez ◽  
Peter Raasch ◽  
...  
Keyword(s):  
Mathematical Modeling ◽  
Colorectal Cancer ◽  
Mathematical Model ◽  
Systems Biology ◽  
Numerical Simulations ◽  
Time Delays ◽  
Sufficient Conditions ◽  
Extended Version ◽  
Necessary And Sufficient ◽  
The Mathematical Model

Mathematical modeling is increasingly used to improve our understanding of colorectal cancer. In the first part of this chapter, the authors give a review of systems biology approaches to investigate colorectal cancer. In the second part, the mathematical model proposed by Johnston et al. (2007) is expanded to include time delays and analysed for its stability. For both models, the original and the extended version, the authors obtain the necessary and sufficient conditions for stability. This is confirmed by numerical simulations. Thus, some new mathematical and biological results are obtained.

scholarly journals Inverse data envelopment analysis with stochastic data

2021 ◽  
Vol 55 (5) ◽  
pp. 2739-2762
Author(s):  
Ali Ghomi ◽  
Saeid Ghobadi ◽  
Mohammad Hassan Behzadi ◽  
Mohsen Rostamy-Malkhalifeh
Keyword(s):  
Data Envelopment Analysis ◽  
Banking Sector ◽  
Uncertain Data ◽  
Sufficient Conditions ◽  
Real Life ◽  
Efficiency Score ◽  
Data Envelopment ◽  
Stochastic Data ◽  
Level Of Significance ◽  
Necessary And Sufficient

The inverse Data Envelopment Analysis (InvDEA) is an exciting and significant topic in the DEA area. Also, uncertain data in various real-life applications can degrade the efficiency results. The current work addresses the InvDEA in the presence of stochastic data. Under maintaining the efficiency score, the inputs/outputs-estimation problem is investigated when some or all of its outputs/inputs increase. A novel optimality concept for multiple-objective programming problems, stochastic (weak) Pareto optimality in the level of significance α ∈[0,1], is introduced to derive necessary and sufficient conditions for input/output estimation. Furthermore, the performance of the developed theory in a banking sector application is verified.

Allocation Method of Commercial Bank Economic Capital Based on Consistency Principle

2013 ◽  
Vol 850-851 ◽  
pp. 1061-1064
Author(s):  
Song Lin Liu ◽  
Zheng Mei Fu
Keyword(s):  
Game Theory ◽  
Commercial Bank ◽  
Shapley Value ◽  
Operating Performance ◽  
Sufficient Conditions ◽  
Capital Allocation ◽  
Economic Capital ◽  
Allocation Method ◽  
Risk Contribution ◽  
Necessary And Sufficient

Thesis consistency principle and game theory shapley value based method for Denault a qualitative improvements proposed for the commercial bank's economic capital allocation method. By introducing Yasumitsu conditions have been shapley value to meet the necessary and sufficient conditions for consistency, to find a judge shapley value meets the consistency of a more complete theory. This approach is consistent with the bank's overall optimal requirements, you can make the best commercial bank from the overall perspective of determining the risk contribution of each branch to evaluate operating performance, and ultimately determine the various branches of the annual economic capital limit.

The extinction time of a general birth and death process with catastrophes

1986 ◽  
Vol 23 (04) ◽  
pp. 851-858 ◽  
Author(s):  
P. J. Brockwell
Keyword(s):  
Laplace Transform ◽  
Size Distribution ◽  
Sufficient Conditions ◽  
Necessary And Sufficient Conditions ◽  
Death Process ◽  
Extinction Time ◽  
Birth And Death Process ◽  
Different Types ◽  
The Laplace Transform ◽  
Necessary And Sufficient

The Laplace transform of the extinction time is determined for a general birth and death process with arbitrary catastrophe rate and catastrophe size distribution. It is assumed only that the birth rates satisfyλ0= 0,λj> 0 for eachj> 0, and. Necessary and sufficient conditions for certain extinction of the population are derived. The results are applied to the linear birth and death process (λj=jλ, µj=jμ) with catastrophes of several different types.

Budgeting in Socio-economic Development Strategies (Raising a Problem)

2008 ◽  
pp. 134-151
Author(s):  
A. Shastitko ◽  
M. Ovchinnikov
Keyword(s):  
Economic Policy ◽  
Economic Development ◽  
Social Change ◽  
Eastern Europe ◽  
Statistical Data ◽  
Sufficient Conditions ◽  
Transitional Period ◽  
Socio Economic Development ◽  
Necessary And Sufficient ◽  
Economic Development Strategies

The article proposes an approach to the analysis of social change and contributes to the clarification of concepts of economic policy. It deals in particular with the notion of "change of system". The author considers positive and normative aspects of the analysis of capitalist and socialist systems. The necessary and sufficient conditions for the system to be changed are introduced, their fulfillment is discussed drawing upon the historical and statistical data. The article describes both economic and political peculiarities of the transitional period in different countries, especially in Eastern Europe.

Relative Efficiency of Decision Making Units Producing Both Desirable and Undesirable Outputs: A Case of Textile Processing Units in Pakistan.

2011 ◽  
Vol 50 (4II) ◽  
pp. 685-698
Author(s):  
Samina Khalil
Keyword(s):  
Decision Making ◽  
Data Envelopment Analysis ◽  
Relative Efficiency ◽  
Value Added ◽  
Data Envelopment ◽  
Undesirable Outputs ◽  
Textile Processing ◽  
Decision Making Unit ◽  
Desirable And Undesirable Outputs ◽  
Decision Making Units

This paper aims at measuring the relative efficiency of the most polluting industry in terms of water pollution in Pakistan. The textile processing is country‘s leading sub sector in textile manufacturing with regard to value added production, export, employment, and foreign exchange earnings. The data envelopment analysis technique is employed to estimate the relative efficiency of decision making units that uses several inputs to produce desirable and undesirable outputs. The efficiency scores of all manufacturing units exhibit the environmental consciousness of few producers is which may be due to state regulations to control pollution but overall the situation is far from satisfactory. Effective measures and instruments are still needed to check the rising pollution levels in water resources discharged by textile processing industry of the country. JEL classification: L67, Q53 Keywords: Data Envelopment Analysis (DEA), Decision Making Unit (DMU), Relative Efficiency, Undesirable Output

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