This paper discusses a Web-based simulation manager program that executes an Application Service Provider (ASP) event for a customer who does not possess the inhouse capability to...
Charles Marr, Christopher Storey, William E. Biles...
—The realistic performance of a multi-input multi-output (MIMO) communication system depends strongly on the spatial correlation properties introduced by clustering in the propag...
Portfolio credit derivatives that depend on default correlation are increasingly widespread in the credit market. Valuing such products often entails Monte Carlo simulation. Howev...
Consideration of pairs of transition in probabilistic simulation allows power estimation for digital circuits in which inertial delays can filter glitches [5]. However, the merit ...
The present paper studies the probability of ruin of an insurer, if excess of loss reinsurance with reinstatements is applied. In the setting of the classical CramerLundberg risk ...