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Monte Carlo algorithms for default timing problems

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Stochastic resource allocation using a predictor-based heuristic for optimization via simulation

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Monte Carlo Algorithms for Default Timing Problems

Giesecke, Kay - 2012

Dynamic, intensity based point process models are widely used to measure and price the correlated default risk in portfolios of credit-sensitive assets such as loans and corporate bonds. Monte Carlo simulation is an important tool to perform computations in these models. This paper develops,...

Persistent link: https://www.econbiz.de/10013115699

Stochastic surgery selection and sequencing under dynamic emergency break-ins

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Stochastic programming for outpatient scheduling with flexible inpatient exam accommodation

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Managing access to primary care clinics using scheduling templates

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Simulation-based rolling horizon scheduling for operating theatres

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