74 search results - page 6 / 15 » A fast Monte Carlo algorithm for collision probability estim... |
EOR
2010
13 years 7 months ago
2010
We consider the problem of accurately measuring the credit risk of a portfolio consisting of loans, bonds and other financial assets. One particular performance measure of interes...
WSC
2008
13 years 9 months ago
2008
In this paper, we consider equity-linked life insurance contracts that give their holder the possibility to surrender their policy before maturity. Such contracts can be valued us...
PVLDB
2010
13 years 1 months ago
2010
In this paper, we analyze the efficiency of Monte Carlo methods for incremental computation of PageRank, personalized PageRank, and similar random walk based methods (with focus o...
CGF
2008
13 years 7 months ago
2008
The visibility function in direct illumination describes the binary visibility over a light source, e.g., an environment map. Intuitively, the visibility is often strongly correla...
ICCAD
1993
IEEE
13 years 11 months ago
1993
IEEE
A new technique for design centering, and for polytope approximation of the feasible region for a design are presented. In the rst phase, the feasible region is approximated by a ...