Keyword: simulation

Found 2961 papers in total
Risk in a Large Claims Insurance Market with Bipartite Graph Structure
Risk in a Large Claims Insurance Market with Bipartite Graph Structure
2016,
We model the influence of sharing large exogeneous losses to the reinsurance market by...
Inhomogeneous Financial Networks and Contagious Links
Inhomogeneous Financial Networks and Contagious Links
2016,
We propose a framework for testing the possibility of large cascades in financial...
Sampling the Functional Kolmogorov Forward Equations for Nonstationary Queueing Networks
Sampling the Functional Kolmogorov Forward Equations for Nonstationary Queueing Networks
2017,
Nonstationary queueing networks are often difficult to approximate. Recent novel...
Group Model-Building to Support Public Policy: Addressing a Conflicted Situation in a Problem Neighbourhood
Group Model-Building to Support Public Policy: Addressing a Conflicted Situation in a Problem Neighbourhood
2016,
This paper evaluates a group model‐building project concerning safety in a city...
Repairable Stocking and Expediting in a Fluctuating Demand Environment: Optimal Policy and Heuristics
Repairable Stocking and Expediting in a Fluctuating Demand Environment: Optimal Policy and Heuristics
2016,
We consider a single stock‐point for a repairable item facing Markov modulated...
Contested Modelling: a Critical Examination of Expert Modelling in Sustainability
Contested Modelling: a Critical Examination of Expert Modelling in Sustainability
2016,
We discuss the role of expert modelling in sustainability using a framework designed...
Modelling the Emergence of Shared Attitudes from Group Dynamics Using an Agent-Based Model of Social Comparison Theory
Modelling the Emergence of Shared Attitudes from Group Dynamics Using an Agent-Based Model of Social Comparison Theory
2016,
We propose a novel agent‐based implementation of Festinger's social comparison...
Mechanisms for Understanding Mental Model Change in Group Model Building
Mechanisms for Understanding Mental Model Change in Group Model Building
2016,
Mental model change and mental model alignment are reported outcomes of group model...
Modelling the causal linkages among residential electricity consumption, gross domestic product, price of electricity, price of electric appliances, population and foreign direct investment in Malaysia
Modelling the causal linkages among residential electricity consumption, gross domestic product, price of electricity, price of electric appliances, population and foreign direct investment in Malaysia
2016,
Residential electricity consumption in Malaysia is increasing rapidly and effective...
A Markov chain model for quantifying consumer risk in food supply chains
A Markov chain model for quantifying consumer risk in food supply chains
2016,
According to the Centers for Disease Control and Prevention, approximately 48 million...
Numerical weather prediction or stochastic modelling: an objective criterion of choice for the global radiation forecasting
Numerical weather prediction or stochastic modelling: an objective criterion of choice for the global radiation forecasting
2016,
Numerous methods exist and were developed for global radiation forecasting. The two...
Higher Moments and Prediction-Based Estimation for the COGARCH(1,1) Model
Higher Moments and Prediction-Based Estimation for the COGARCH(1,1) Model
2015,
COGARCH models are continuous time versions of the well‐known GARCH models of...
Fully Bayesian Binary Markov Random Field Models: Prior Specification and Posterior Simulation
Fully Bayesian Binary Markov Random Field Models: Prior Specification and Posterior Simulation
2015,
We propose a flexible prior model for the parameters of binary Markov random fields...
Impact of Bias Magnification on Supply Chain Costs: The Mitigating Role of Forecast Sharing
Impact of Bias Magnification on Supply Chain Costs: The Mitigating Role of Forecast Sharing
2016,
The impact of forecast error magnification on supply chain cost has been well...
Variance Estimation under Two-Phase Sampling
Variance Estimation under Two-Phase Sampling
2015,
We consider the variance estimation of the weighted likelihood estimator (WLE) under...
Estimation of the Jump Size Density in a Mixed Compound Poisson Process
Estimation of the Jump Size Density in a Mixed Compound Poisson Process
2015,
In this paper, we consider a mixed compound Poisson process, that is, a random sum of...
Estimation and synthesis of reachable set for discrete-time periodic systems
Estimation and synthesis of reachable set for discrete-time periodic systems
2016,
This paper is concerned with the problems of reachable set estimation and synthesis...
Qualitative analysis of tumor growth model under antiangiogenic therapy ‐ choosing the effective operating point and design parameters for controller design
Qualitative analysis of tumor growth model under antiangiogenic therapy ‐ choosing the effective operating point and design parameters for controller design
2016,
Every therapy that fights against cancer aims to reduce the tumor volume as far as...
Wind time series modeling and stochastic optimal control for a grid-connected permanent magnet wind turbine generator
Wind time series modeling and stochastic optimal control for a grid-connected permanent magnet wind turbine generator
2016,
In this paper, the control system of a permanent‐magnet synchronous machine...
Optimal control of steer-braking systems: Non-existence of minimizing trajectories
Optimal control of steer-braking systems: Non-existence of minimizing trajectories
2016,
In this paper, we investigate an optimal control problem in which the objective is to...
Adaptive Bayesian Procedures Using Random Series Priors
Adaptive Bayesian Procedures Using Random Series Priors
2015,
We consider a general class of prior distributions for nonparametric Bayesian...
The Extensively Corrected Score for Measurement Error Models
The Extensively Corrected Score for Measurement Error Models
2015,
In measurement error problems, two major and consistent estimation methods are the...
Nonlinear pricing with consumer satiation
Nonlinear pricing with consumer satiation
2016,
In various scenarios, consumers may become satiated with products, and the degree of...
A Model Specification Test For GARCH(1,1) Processes
A Model Specification Test For GARCH(1,1) Processes
2015,
We provide a consistent specification test for generalized autoregressive conditional...
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