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» Coherent risk measures in inventory problems
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MANSCI
2008
122views more  MANSCI 2008»
13 years 5 months ago
Incorporating Asymmetric Distributional Information in Robust Value-at-Risk Optimization
Value-at-Risk (VaR) is one of the most widely accepted risk measures in the financial and insurance industries, yet efficient optimization of VaR remains a very difficult problem....
Karthik Natarajan, Dessislava Pachamanova, Melvyn ...
LOCA
2009
Springer
13 years 12 months ago
LOCK: A Highly Accurate, Easy-to-Use Location-Based Access Control System
With proliferation of ubiquitous computing, digital access is facing an increasing risk since unauthorized client located at any place may intrude a local server. Location Based Ac...
Yongcai Wang, Junhui Zhao, Toshikazu Fukushima