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This chapter discusses the development of a scenario-based optimization model for asset and liability management for the participating policies with guarantees and bonus provisions offered by Italian insurers.
In this work, we present a new mixed-integer linear programming model for asset management and capital budgeting, which can aid the decision-making process for supply chain redesign.
In comparison to most literature on hedging under ambiguous volatility, like Avellaneda et al. (1995) or Lyons (1995), we are going to consider a model for asset prices that constitutes a generically incomplete market, even if seen just under (any) one individual prior.
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This paper describes the methodology for developing statistically significant data to evaluate CUI in harsh marine field conditions, develop an accelerated laboratory test procedure to simulate CUI, develop a model of CUI rate, and develop risk-based remaining life assessment model for assets under CUI attack.
In this survey we shall focus on the following issues related to jump-diffusion models for asset pricing in financial engineering.
The Japanese Association of Financial Econometrics and Engineering, JAFFE Journal (2001) 89 119 (in Japanese); N. Hibiki A hybrid simulation/tree stochastic optimization model for dynamic asset allocation, in: B. Scherer Edd)., Asset and Liability Management Tools: A Handbook for Best Practice, Risk Books, 2003, pp. 269 294], which was called a hybrid model.
This paper first presents the concept of cloud asset with its technical architecture, and then analyses the software agent model for cloud asset, which is the key enabler to realize UPnP (Universal Plug and Play) management of assets, and provides mobility and intelligence for them.
A hybrid simulation/tree stochastic optimization model for dynamic asset allocation.
A hybrid simulation/tree multi-period stochastic programming model for optimal asset allocation.
Recently, an alternative stochastic programming model with simulated paths was proposed by Hibiki [N. Hibiki, A hybrid simulation/tree multi-period stochastic programming model for optimal asset allocation, in: H. Takahashi, (Ed).
There is a paucity of literature that examines building information modelling (BIM) for asset management within the architecture, engineering, construction and owner-operated (AECO) sector.
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