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DAC
2011
ACM
14 years 2 months ago
TPM-SIM: a framework for performance evaluation of trusted platform modules
This paper presents a simulation toolset for estimating the impact of Trusted Platform Modules (TPMs) on the performance of applications that use TPM services, especially in multi...
Jared Schmitz, Jason Loew, Jesse Elwell, Dmitry Po...
AMC
2011
14 years 6 months ago
Ruin theory with excess of loss reinsurance and reinstatements
The present paper studies the probability of ruin of an insurer, if excess of loss reinsurance with reinstatements is applied. In the setting of the classical CramerLundberg risk ...
Hansjörg Albrecher, Sandra Haas
FS
2011
168views more  FS 2011»
14 years 5 months ago
Gamma expansion of the Heston stochastic volatility model
Abstract We derive an explicit representation of the transitions of the Heston stochastic volatility model and use it for fast and accurate simulation of the model. Of particular i...
Paul Glasserman, Kyoung-Kuk Kim
JNCA
2011
102views more  JNCA 2011»
14 years 5 months ago
Multi-objective zone mapping in large-scale distributed virtual environments
In large-scale distributed virtual environments (DVEs), the NP-hard zone mapping problem concerns how to assign distinct zones of the virtual world to a number of distributed serv...
Ta Nguyen Binh Duong, Suiping Zhou, Wentong Cai, X...
CISIS
2011
IEEE
14 years 2 months ago
Agent-based Pickup and Delivery Planning: The Learnable Evolution Model Approach
—The Dynamic Vehicle Routing Problem (DVRP) is an optimization problem in which agents deliver orders that are not known in advance to the routing. Partial solutions need to be a...
Janusz Wojtusiak, Tobias Warden, Otthein Herzog