260 search results - page 2 / 52 » Risk and Requirements-Based Testing |
WSC
2007
13 years 7 months ago
2007
We discuss efficient Monte Carlo (MC) methods for the estimation of convex risk measures within the portfolio credit risk model CreditMetrics. Our focus lies on the Utilitybased ...
IOR
2010
13 years 2 months ago
2010
Reliable risk measurement is a key problem for financial institutions and regulatory authorities. The current industry standard Value-at-Risk has several deficiencies. Improved ri...
TASE
2009
IEEE
14 years 39 min ago
2009
IEEE
Testing is inherently incomplete; no test suite will ever be able to test all possible usage scenarios of a system. It is therefore vital to assess the implication of a system pas...
DATE
2000
IEEE
13 years 9 months ago
2000
IEEE
An objective of DSP testing should be to ensure that any errors due to missed faults are infrequent compared to a circuit’s intrinsic errors, such as overflow. A method is prop...
MANSCI
2007
13 years 5 months ago
2007
This paper explores biases in the elicitation of utilities under risk and the contribution that generalizations of expected utility can make to the resolution of these biases. We ...