90 search results - page 9 / 18 » Simulation of Coherent Risk Measures |
COMCOM
2010
13 years 8 months ago
2010
Vehicular communication systems are an emerging form of communication that enables new ways of cooperation among vehicles, traffic operators, and service providers. However, many ...
IJAR
2010
13 years 6 months ago
2010
The present article considers estimating a parameter θ in an imprecise probability model (Pθ)θ∈Θ which consists of coherent upper previsions Pθ . After the definition of a...
WSC
2004
13 years 9 months ago
2004
Determination of credit portfolio loss distributions is essential for the valuation and risk management of multiname credit derivatives such as CDOs. The default time model has re...
IJBIS
2010
13 years 5 months ago
2010
Discounted cash flow (DCF) is the most accepted approach for company valuation. It is well grounded in theory and practice. However, the DCF approach, which is commonly used for t...
COGSCI
2008
13 years 8 months ago
2008
We review current methods for evaluating models in the cognitive sciences, including theoretically-based approaches, such as Bayes Factors and MDL measures, simulation approaches,...