This paper presents joint work by the California Institute of Technology’s Jet Propulsion Laboratory and the University of California at Davis (UC Davis) sponsored by the Nation...
We study the problem of finding optimal strategies for a life insurance company or pension fund that acts on behalf of an insured so as to maximize the expected utility (in a gene...
Our paper concerns optimal combinations of different types of reinsurance contracts. We introduce a novel approach based on the Mean-Variance-Criterion to solve this task. Two sta...
Ingo Oesterreicher, Andreas Mitschele, Frank Schlo...
We consider two new formulations for classification problems in the spirit of support vector machines based on robust optimization. Our formulations are designed to build in prote...
Recent evidences indicate that most faults in software systems are found in only a few of a system's components [1]. The early identification of these components allows an or...
T. Wang, Ahmed E. Hassan, Ajith Guedem, Walid Abde...