155
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WSC
2007
15 years 9 months ago
2007
One of the most important gaps in road safety management practises is the lack of mature methods for estimating reliability. Road safety performance assessment systems have been d...
145
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WSC
2007
15 years 9 months ago
2007
Combat, unlike many real-world processes, tends to be singular in nature. That is, there are not multiple occurrences from which to hypothesize a probability distribution model of...
183
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WSC
2007
15 years 9 months ago
2007
State-dependent importance sampling (SDIS) has proved to be particularly useful in simulation (specially in rare event analysis of stochastic systems). One approach for designing ...
160
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WSC
2007
15 years 9 months ago
2007
We develop a sequential sampling procedure for solving a class of stochastic programs. A sequence of feasible solutions, with at least one optimal limit point, is given as input t...
163
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WSC
2007
15 years 9 months ago
2007
A credit derivative is a path dependent contingent claim on the aggregate loss in a portfolio of credit sensitive securities. We estimate the value of a credit derivative by Monte...