150
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WSC
2007
15 years 9 months ago
2007
Copulas are used in finance and insurance for modeling stochastic dependency. They comprehend the entire dependence structure, not only the correlations. Here they are estimated ...
161
Voted
WSC
2007
15 years 9 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 ...
140
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WSC
2007
15 years 9 months ago
2007
One of the more complex maneuvers a hospital system can perform is moving an entire patient population from an old facility to a replacement facility. All patients must be transpo...
147
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WSC
2008
15 years 9 months ago
2008
In this paper, we describe an objective-based Data Farming approach for red teaming called Automated Red Teaming (ART). The main idea is to develop an ART framework using Evolutio...
155
click to vote
WSC
2007
15 years 9 months ago
2007
Primary care providers (PCPs) provide the majority of care patients receive during their lifetime. We consider the problem of determining the size and composition of physician pan...