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...
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...
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...
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...
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...