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WSC
2007
15 years 7 months ago
Efficient Monte Carlo methods for convex risk measures in portfolio credit risk models
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 ...
Jörn Dunkel, Stefan Weber
CIDR
2003
153views Algorithms» more  CIDR 2003»
15 years 6 months ago
Applying Model Management to Classical Meta Data Problems
Model management is a new approach to meta data management that offers a higher level programming interface than current techniques. The main abstractions are models (e.g., schema...
Philip A. Bernstein
CORR
2006
Springer
147views Education» more  CORR 2006»
15 years 5 months ago
Models simulation and interoperability using MDA and HLA
: In the manufacturing context, there have been numerous efforts to use modeling and simulation tools and techniques to improve manufacturing efficiency over the last four decades....
Hind El Haouzi
DKE
2007
82views more  DKE 2007»
15 years 5 months ago
Eliciting information for product modeling using process modeling
A product model is a formal and structured definition of product information. The most common procedure for defining a product data model is to first describe the business and/...
Ghang Lee, Charles M. Eastman, Rafael Sacks
ER
2005
Springer
135views Database» more  ER 2005»
15 years 10 months ago
A UML 2 Profile for Business Process Modelling
Abstract. Current UML Profiles for Business Process Modelling realise a narrow focus of the process, and capture the process flow on a low level of detail. They do not provide a co...
Beate List, Birgit Korherr