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» Path Consistency by Dual Consistency
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WSC
2000
13 years 9 months ago
Quasi-Monte Carlo methods in cash flow testing simulations
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...
Michael G. Hilgers
ANOR
2007
73views more  ANOR 2007»
13 years 7 months ago
A sample-path approach to optimal position liquidation
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...
Pavlo A. Krokhmal, Stan Uryasev
ENTCS
2010
99views more  ENTCS 2010»
13 years 7 months ago
State Based Robustness Testing for Components
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...
JSAC
2006
105views more  JSAC 2006»
13 years 7 months ago
StackPi: New Packet Marking and Filtering Mechanisms for DDoS and IP Spoofing Defense
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 ...
Abraham Yaar, Adrian Perrig, Dawn Song
NETWORKS
2006
13 years 7 months ago
Extreme point characterizations for infinite network flow problems
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