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 ...
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...
: 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....
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/...
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...