What actuaries call cash flow testing is a large-scale simulation pitting a company's current policy obligation against future earnings based on interest rates. While life co...
We consider the problem of optimal position liquidation with the aim of maximizing the expected cash flow stream from the transaction in the presence of temporary or permanent ma...
Component based development allows to build software upon existing components and promises to improve software reuse and reduce costs. To gain reliability of a component based sys...
Bin Lei, Zhiming Liu, Charles Morisset, Xuandong L...
Today's Internet hosts are threatened by large-scale Distributed Denial-of-Service (DDoS) attacks. The Path Identification (Pi) DDoS defense scheme has recently been proposed ...
We study capacitated network flow problems with supplies and demands defined on a countably infinite collection of nodes having finite degree. This class of network flow models in...
H. Edwin Romeijn, Dushyant Sharma, Robert L. Smith