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WSC
2004
13 years 10 months ago
Simulation of Coherent Risk Measures
In financial risk management, a coherent risk measure equals the maximum expected loss under several different probability measures, which are analogous to systems in ranking and ...
Vadim Lesnevski, Barry L. Nelson, Jeremy Staum
AOSE
2007
Springer
14 years 2 months ago
Reasoning About Risk in Agent's Deliberation Process: A Jadex Implementation
Yudistira Asnar, Paolo Giorgini, Nicola Zannone
CSO
2009
IEEE
14 years 3 months ago
Competitive Analysis of Online Price Discount Replacement Problem
When a paid price discount activity occurs, the decisionmaker must decide whether or not and when to pay the additional fees for preferential price in an online fashion. This prob...
Lili Ding, Xinmin Liu, Wanglin Kang
WSC
2004
13 years 10 months ago
Fads and Fallacies in Asset Liability Management for Life Insurance
We shall examine the principles behind contemporary approaches to insurance risk management. Furthermore, we shall consider various methodologies, some successful, that have been ...
Graham Lord
KDD
2006
ACM
118views Data Mining» more  KDD 2006»
14 years 9 months ago
Maximum profit mining and its application in software development
While most software defects (i.e., bugs) are corrected and tested as part of the lengthy software development cycle, enterprise software vendors often have to release software pro...
Charles X. Ling, Victor S. Sheng, Tilmann F. W. Br...