We use stochastic kriging, a metamodeling technique, to speed up nested simulation of expected shortfall, a portfolio risk measure. Evaluating a risk measure of a portfolio that includes derivative ...

This course is available on the BSc in Business Mathematics and Statistics, BSc in Management and BSc in Statistics with Finance. This course is available as an outside option to students on other ...

This is a one (1) unit course. This is a hands-on course on computer simulation of business, service, and manufacturing systems that are subject to uncertainty or risk. Spreadsheet simulation using ...

Computer simulation of business and manufacturing systems that are subject to uncertainty or risk. Spreadsheet simulation and systems simulation will be covered.

This course is available on the BSc in Management, International Exchange (1 Term) and International Exchange (Full Year). This course is available as an outside option to students on other programmes ...

This is a preview. Log in through your library . Abstract This paper describes a computer simulation of insurer financial behavior, based upon a risk-theoretic model previously reported in the Journal ...

Dublin, June 28, 2024 (GLOBE NEWSWIRE) -- The "Risk-Based Excel Spreadsheet Validation" training has been added to ResearchAndMarkets.com's offering. Discover the strategic approach and best practices ...

In order to improve the ability of safety risk assessment with high traffic density of ships, safety risks are prone to safety risk assessment in order to improve the safety risk assessment ability of ...