1511 search results - page 41 / 303 » Active Risk Estimation |
EOR
2010
14 years 11 months ago
2010
We consider the problem of accurately measuring the credit risk of a portfolio consisting of loans, bonds and other financial assets. One particular performance measure of interes...
ICSE
2003
IEEE-ACM
15 years 11 months ago
2003
IEEE-ACM
In this paper, we investigate the application of the COBRATM method (Cost Estimation, Benchmarking, and Risk Assessment) in a new application domain, the area of web development. ...
ICANN
2003
Springer
15 years 4 months ago
2003
Springer
Pattern recognition problems span a broad range of applications, where each application has its own tolerance on classification error. The varying levels of risk associated with ma...
WSC
2007
15 years 1 months ago
2007
We develop and evaluate a two-level simulation procedure that produces a confidence interval for tail conditional expectation, otherwise known as conditional tail expectation. Th...
WSC
2008
15 years 1 months ago
2008
In this paper, we consider equity-linked life insurance contracts that give their holder the possibility to surrender their policy before maturity. Such contracts can be valued us...