Dynamic stochastic matching problems arise in a variety of recent applications, ranging from ridesharing and online video games to kidney exchange. Such problems are naturally formulated as Markov ...
Cancer center improvement through practice-based clinical leadership team infrastructure. This is an ASCO Meeting Abstract from the 2013 Quality Care Symposium. This abstract does not include a full ...
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Stochastic processes are at the center of probability theory, both from a theoretical and an applied viewpoint. Stochastic processes have applications in many disciplines such as physics, computer ...
In this paper we study the problems of pricing and optimizing sidecar and collateralized reinsurance portfolios. The academic literature on sidecar portfolio optimization that takes into account the ...
As global financial markets become increasingly interconnected, accurately modelling correlations between assets is essential. Traditional models often assume static correlations, which fail to ...
a) KLA-Tencor Corporation, Austin, TX 78759, U.S.A. b) KLA-Tencor Corporation, Milpitas, CA 95035, U.S.A. Stochastics effects are the ultimate limiter of optical lithography technology and are a major ...