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CORR
2010
Springer
57views Education» more  CORR 2010»
15 years 2 months ago
Practical Range Aggregation, Selection and Set Maintenance Techniques
Mugurel Ionut Andreica, Nicolae Tapus
JISE
2007
84views more  JISE 2007»
15 years 2 months ago
Data Aggregation of Range Querying for Grid-based Sensor Networks
Tzung-Shi Chen, Yi-Shiang Chang, Hua-Wen Tsai, Chi...
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QUESTA
2008
382views more  QUESTA 2008»
15 years 2 months ago
A note on stable flow-equivalent aggregation in closed networks
We introduce the Conditional Mean Value Analysis (CMVA) algorithm, an exact solution method for product-form load-dependent closed queueing networks that provides a numerically st...
Giuliano Casale
FS
2010
110views more  FS 2010»
15 years 1 months ago
A generalization of Panjer's recursion and numerically stable risk aggregation
Portfolio credit risk models as well as models for operational risk can often be treated analogously to the collective risk model coming from insurance. Applying the classical Panj...
Stefan Gerhold, Uwe Schmock, Richard Warnung