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...
Healthcare organisations practicing evidence-based medicine strive to unite their data assets in order to achieve a wider knowledge base for more sophisticated research as well as...
The richness of today’s electronic communications mirrors physical world: activities such as shopping, business and scientific collaboration are conducted online. Current intera...
During interoperability exchanges, organizations are jointly conducting computation and sharing tasks. However, organizations can have different security policies. To guarantee g...
This paper formulates and studies a general continuous-time behavioral portfolio selection model under Kahneman and Tversky's (cumulative) prospect theory, featuring S-shaped...