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EOR
2008
85views more  EOR 2008»
13 years 7 months ago
Asset and liability modelling for participating policies with guarantees
We study the problem of asset and liability management of participating insurance policies with guarantees. We develop a scenario optimization model for integrative asset and liab...
Andrea Consiglio, Flavio Cocco, Stavros A. Zenios
SIGGRAPH
2010
ACM
14 years 19 days ago
Volume contact constraints at arbitrary resolution
We introduce a new method for simulating frictional contact between volumetric objects using interpenetration volume constraints. When applied to complex geometries, our formulati...
Jérémie Allard, François Faure, Hadrien Courtec...
HYBRID
2000
Springer
14 years 9 days ago
Beyond HYTECH: Hybrid Systems Analysis Using Interval Numerical Methods
Abstract. Sincehybridembeddedsystemsarepervasiveandoftensafetycritical, guarantees about their correct performance are desirable. The hybrid systemsmodelcheckerHyTech providessuch ...
Thomas A. Henzinger, Benjamin Horowitz, Rupak Maju...
ISNN
2005
Springer
14 years 2 months ago
A Learning Framework for Blind Source Separation Using Generalized Eigenvalues
This paper presents a learning framework for blind source separation (BSS), in which the BSS is formulated as generalized Eigenvalue (GE) problem. Compared to the typical informati...
Hailin Liu, Yiu-ming Cheung
RC
1998
82views more  RC 1998»
13 years 8 months ago
A Note on Epsilon-Inflation
Abstract. The epsilon-inflation proved to be useful and necessary in many verification algorithms. Different definitions of an epsilon-inflation are possible, depending on the...
Siegfried M. Rump