RESUMEN. Este documento realiza una descripción de las medidas de dependencia con sus principales ventajas y desventajas y presenta a la cópula como una estructura flexible que permite caracterizar diferentes tipos de dependencia. Adicionalmente, introduce el uso de la cópula en la medición de riesgo financiero, tomando como ejemplo un portafolio compuesto por tres activos representativos del mercado colombiano.Las pruebas de desempeño o de backtesting del valor en riesgo calculado por diferentes metodologías en los años 2006 y 2007 muestran que las mejores son aquellas que modelan la dependencia en media y varianza, tales como modelos VAR-GARCH-Cópula(t) y VAR-GARCH-Cópula(normal). Las técnicas con el peor desempeño son Riskmetrics R y la basada en el supuesto de normalidad.Palabras Clave. Dependencia, cópula, riesgo de mercado, riesgo de crédito, métodos de simulación de Monte Carlo. Clasificación JEL. C32, C52, G10.Esta versión: 14 de febrero de 2008. Los resultados y opiniones son responsabilidad exclusiva de los autores y su contenido no compromete al Banco de la República ni a su junta directiva. 4 La demostración completa del teorema de Sklar se encuentra en Nelsen [2006]
Casemix analysis, based on the level of acuity and discharge criteria, can be used to establish the percentage of patients that could potentially be referred to primary care. Analysis of their clinical profile is useful to design referral protocols.
One of the concerns that artificial lift engineers have to face when they are working with PCP systems is the lack of information about effective procedures for PCP diagnosis and optimization. Most of the information available is limited to explaining the importance of keeping the fluid level over the pump to avoid dry run. On the opposite side, there are some studies that explain the hydrodynamics of the pumps, and how some variables, like intake void fraction and fluid viscosity affect the pump performance. However, there is no information available that may help field engineers understand the relationship between operational conditions and internal performance of the pump to know how each condition in the well could affect the pump, and how to determine and understand which condition is best for the system. This paper introduces a new procedure to be used for understanding PCP's wells performance and therefore determine the best condition for system operation. Based on a set of simple mathematical models and patterns recognition techniques, this procedure is a useful tool to reduce the timing to analyze PCP systems and to automatically determine the best operational conditions in terms of production and performance. Introduction PCP system is a fast growing artificial lift application, during the last years many operator have been introducing this method to lift light oil and high WOR wells, thus the application window of PCP system is on expansion and the method is been used to lift lighter, gassy and low viscosity fluid a better understanding of the system performance is required. Unfortunate the information that is available to understand the downhole pumps performance is limited to some experimental studies and simplified models that don't establish a relationship between the standard system variables and pump performance. Keeping in mind that pump is the critical element of and PCP artificial lift system. This work is dedicated to explain how to predict the pump performance under a wide range of downhole condition and how to recognize the optimum operational point or downhole pump adverse condition. The set of models that are presented in this study are based on Vetter [8] and Gamboa [11] developments, whom presented simplify models to predict and analyze the hydrodynamics phenomena inside of twin screw pump and Progressive cavity pump respectively. Internal Forces in a PCP When a PCP is operated some forces are generated due to the differential pressure, the eccentricity and rotational speed, some of these forces could affect the PCP duration and installation integrity.
Es importante conocer el avance y nivel de la producción científica de una disciplina, por lo que la revisión de los artículos publicados en revistas científicas constituye una fuente relevante para el análisis. En ese sentido, en este artículo, se realizó una investigación respecto de los trabajos publicados en la revista Contabilidad y Negocios de la Pontificia Universidad Católica del Perú. Se llevó a cabo una investigación bibliométrica sobre el período 2006-2019 con un diseño descriptivo, longitudinal y retrospectivo. A través del sitio web de la revista, se revisaron los veintiocho números publicados en catorce volúmenes en el periodo señalado mediante el análisis de las categorías definidas en la metodología. Con respecto a los resultados principales, se observó que los temas de mayor preferencia por los autores se ubican en las áreas de administración, contabilidad financiera, finanzas y contabilidad de gestión. Asimismo, se observa que la mayor parte de los artículos son de tipo descriptivo. La mayoría de ellos corresponden a autores con filiación distinta a la institución que edita la revista, con una alta participación de autores de género masculino.
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.
customersupport@researchsolutions.com
10624 S. Eastern Ave., Ste. A-614
Henderson, NV 89052, USA
This site is protected by reCAPTCHA and the Google Privacy Policy and Terms of Service apply.
Copyright © 2024 scite LLC. All rights reserved.
Made with 💙 for researchers
Part of the Research Solutions Family.