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EOR
2010
125views more  EOR 2010»
15 years 4 months ago
Efficient estimation of large portfolio loss probabilities in t-copula models
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...
Joshua C. C. Chan, Dirk P. Kroese
FDL
2006
IEEE
15 years 10 months ago
SystemC-A Modeling of an Automotive Seating Vibration Isolation System
Abstract— A modeling methodology for mixed physical domains system in a new modelling Language is presented. The system is automotive seating vibration isolation system with elec...
Hessa Al-Junaid, Tom J. Kazmierski, Leran Wang
AMC
2005
112views more  AMC 2005»
15 years 4 months ago
On a basic model of a two-disease epidemic
This paper considers a basic model for a spread of two diseases in a population. The equilibria of the model are found, and their stability is investigated. In particular, we prov...
Konstantin B. Blyuss, Yuliya N. Kyrychko

Publication
214views
17 years 2 months ago
Analysis and Modeling of Traffic in Modern Data Communication Networks
In performance analysis and design of communication netword modeling data traffic is important. With introduction of new applications, the characteristics of the data traffic chang...
G. Babic, B. Vandalore, and R. Jain
GLOBECOM
2006
IEEE
15 years 10 months ago
Blocking Model for All-Optical Overlaid-Star TDM Networks
—This paper studies the blocking performance of a class of all-optical overlaid-star TDM networks using a leastcongested-path routing strategy for path selection. An analytical m...
Jun Zheng, Cheng Peng, Gregor von Bochmann