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    WSC
    2007
    183views Modeling And Simulation» more  WSC 2007»
    Efficient Monte Carlo methods for convex risk measures in portfolio credit risk models
    15 years 13 days ago
    Efficient Monte Carlo methods for convex risk measures in portfolio credit risk models
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    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
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    WSC
    2007
    100views Modeling And Simulation» more  WSC 2007»
    Replicated batch means for steady-state simulations with initial transients
    15 years 13 days ago
    Replicated batch means for steady-state simulations with initial transients
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    We provide asymptotic expressions for the expected value and variance of the replicated batch means variance estimator when the stochastic process being simulated has an additive ...
    Christos Alexopoulos, Sigrún Andradó...
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    WSC
    2007
    115views Modeling And Simulation» more  WSC 2007»
    Maximizing hospital finanacial impact and emergency department throughput with simulation
    15 years 13 days ago
    Maximizing hospital finanacial impact and emergency department throughput with simulation
    Download  www.informs-sim.org
    Carondelet St. Mary’s Hospital (Tucson, Arizona), the Ascension Health Operations Resource Group and FDI Simulation team worked collaboratively to improve hospital flow and incr...
    David M. Ferrin, Marty J. Miller, Diana L. McBroom
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    WSC
    2007
    155views Modeling And Simulation» more  WSC 2007»
    Hierarchical distributed simulation for 300mm wafer fab
    15 years 13 days ago
    Hierarchical distributed simulation for 300mm wafer fab
    Download  www.informs-sim.org
    Distributed simulation promises benefits in large-scale simulations, such as in high fidelity simulation of 300mm wafer fabs, although these benefits have been hard to achieve in ...
    Sheng Xu, Leon F. McGinnis
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    WSC
    2007
    155views Modeling And Simulation» more  WSC 2007»
    Kriging metamodeling in constrained simulation optimization: an explorative study
    15 years 13 days ago
    Kriging metamodeling in constrained simulation optimization: an explorative study
    Download  lyrawww.uvt.nl
    This paper describes two experiments exploring the potential of the Kriging methodology for constrained simulation optimization. Both experiments study an (s, S) inventory system ...
    William E. Biles, Jack P. C. Kleijnen, Wim C. M. V...
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