1511 search results - page 41 / 303 » Active Risk Estimation |
EOR
2010
13 years 8 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...
ICSE
2003
IEEE-ACM
14 years 8 months ago
2003
IEEE-ACM
In this paper, we investigate the application of the COBRATM method (Cost Estimation, Benchmarking, and Risk Assessment) in a new application domain, the area of web development. ...
ICANN
2003
Springer
14 years 1 months ago
2003
Springer
Pattern recognition problems span a broad range of applications, where each application has its own tolerance on classification error. The varying levels of risk associated with ma...
WSC
2007
13 years 10 months ago
2007
We develop and evaluate a two-level simulation procedure that produces a confidence interval for tail conditional expectation, otherwise known as conditional tail expectation. Th...
WSC
2008
13 years 10 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...