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ENTCS
2006
189views more  ENTCS 2006»
13 years 7 months ago
Variables as Resource for Shared-Memory Programs: Semantics and Soundness
Parkinson, Bornat, and Calcagno recently introduced a logic for partial correctness in which program variables are treated as resource, generalizing earlier work based on separati...
Stephen D. Brookes
EOR
2010
125views more  EOR 2010»
13 years 7 months ago
Efficient estimation of large portfolio loss probabilities in t-copula models
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...
Joshua C. C. Chan, Dirk P. Kroese
FS
2010
95views more  FS 2010»
13 years 6 months ago
Pricing credit derivatives under incomplete information: a nonlinear-filtering approach
This paper considers a general reduced form pricing model for credit derivatives where default intensities are driven by some factor process X. The process X is not directly observ...
Rüdiger Frey, Wolfgang Runggaldier
EPIA
2001
Springer
14 years 6 days ago
A Procedural Semantics for Multi-adjoint Logic Programming
Abstract. Multi-adjoint logic program generalise monotonic logic programs introduced in [1] in that simultaneous use of several implications in the rules and rather general connect...
Jesús Medina, Manuel Ojeda-Aciego, Peter Vo...
DLOG
2003
13 years 9 months ago
Fixpoint Extensions of Temporal Description Logics
In this paper we introduce a decidable fixpoint extension of temporal Description Logics. We exploit the decidability results obtained for various monodic extensions of Descripti...
Enrico Franconi, David Toman