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EOR
2008
85views more  EOR 2008»
14 years 8 months ago
Asset and liability modelling for participating policies with guarantees
We study the problem of asset and liability management of participating insurance policies with guarantees. We develop a scenario optimization model for integrative asset and liab...
Andrea Consiglio, Flavio Cocco, Stavros A. Zenios
EOR
2008
150views more  EOR 2008»
14 years 10 months ago
Portfolio optimization when asset returns have the Gaussian mixture distribution
Abstract. Portfolios of assets whose returns have the Gaussian mixture distribution are optimized in the static setting to find portfolio weights and efficient frontiers using the ...
Ian Buckley, David Saunders, Luis Seco
TOG
2002
114views more  TOG 2002»
14 years 9 months ago
Shader-driven compilation of rendering assets
Rendering performance of consumer graphics hardware benefits from pre-processing geometric data into a form targeted to the underlying API and hardware. The various elements of ge...
Paul Lalonde, Eric Schenk
COR
2007
83views more  COR 2007»
14 years 10 months ago
The impact of US tax depreciation law on asset location and ownership decisions
The decision of whether to manufacture products within the US, manufacture internationally or to outsource production depends critically upon a thorough understanding of the costs...
Joseph C. Hartman, Stephen L. Liedtka, Lawrence V....
COMCOM
2008
102views more  COMCOM 2008»
14 years 10 months ago
Bluebot: Asset tracking via robotic location crawling
From manufacturers, distributors, and retailers of consumer goods to government departments, enterprises of all kinds are gearing up to use RFID technology to increase the visibil...
Abhishek Patil, Jonathan Munson, David Wood, Alan ...