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 ...
Much of the rare-event simulation literature is concerned with the development of asymptotically optimal algorithms. Because of the difficulties associated with applying these id...
In this paper, a uniform approach for synthesizing monitors checking correctness properties specified in linear-time logics at runtime is provided. Therefore, a generic three-value...
Abstract. A common way of dealing with the paradoxes of preference aggregation consists in restricting the domain of admissible preferences. The most well-known such restriction is...
In this paper, a conceptual framework is developed for critiquing extreme violence in computer and videogames from an aesthetic perspective. In particular focus is the common play...