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...
Abstract. Monte Carlo simulation is one of the most widely used techniques for computationally intensive simulations in mathematical analysis and modeling. A multivariate Gaussian ...
When pricing options via Monte Carlo simulations, precision can be improved either by performing longer simulations, or by reducing the variance of the estimators. In this paper, ...
Abstract. This paper presents a methodology for the design of a reconfigurable computing system applied to a complex problem in molecular Biology: the protein folding problem. An e...
Nilton B. Armstrong, Heitor S. Lopes, Carlos R. Er...
— Radiation dose calculation is an important step in the treatment of cancer patients requiring radiation therapy. It ensures that the physician prescribed dose agrees with the d...
Kevin Whitton, Xiaobo Sharon Hu, Cedric X. Yu, Dan...