document

Higher order saddlepoint approximations in the Vasicek portfolio credit loss model

Huang, X. (author), Oosterlee, C.W. (author), van der Weide, J.A.M. (author)

This paper utilizes the saddlepoint approximation as an efficient tool to estimate the portfolio credit loss distribution in the Vasicek model. Value at Risk (VaR), the risk measure chosen in the Basel II Accord for the evaluation of capital requirement, can then be found by inverting the loss distribution. VaR Contribution (VaRC), Expected...

report 2006

document

Combination of global still-water and wave load effects for a reliability-based design of Floating Production, Storage and Offloading (FPSO) vessels

Huang, W. (author), Moan, T. (author)

journal article 2005

document

On reflection and diffraction due to a detached breakwater

Huang, W.-P. (author)

journal article 2005

document

Coupling between electronic and structural degrees of freedom in the triangular lattice conductor NaxCoO2

Huang, Q. (author), Foo, M.L. (author), Pascal, R.A. (author), Lynn, J.W. (author), Toby, B.H. (author), He, T. (author), Zandbergen, H.W. (author), Cava, R.J. (author)

journal article 2004

document

Wave parameters and functions in wavelet analysis with filtering

Huang, M.-C. (author)

journal article 2004

document

Wave parameters and functions in wavelet analysis

Huang, M.-C. (author)

journal article 2004

document

Development of a regional neural network for coastal water level predictions

Huang, W. (author)

journal article 2003

document

Hydrology and flow forecasting

Pang, H. (author), Rao, S.Q. (author), Wang, G.Q. (author), Huang, X.Q. (author)

We have studied and applied the statistic model (i.e. MMC) and hydrological models to Upper Yellow River. This report introduces the results and some conclusions from the model. The three models, MMC, MWBM and NAM, have be applied in the research area. The forecasted discharge by the three models are closed to the recorded in most low flow...

report 2002

document

Some discussions about the probability of capsize of a ship in random beam waves

Huang, X. (author)

conference paper 2001

document

Evaluation of dry tree platform concepts

Huang, E. (author)

conference paper 2000

document

Anode Materials for Lithium-ion Batteries

Huang, H. (author)

doctoral thesis 1999

document

Stability analysis of the heave motion of marine cable-body systems

Huang, Shan (author)

journal article 1999

document

Challenges of recreating reality in virtual environments

Huang, Milton P. (author)

journal article 1998

document

Nonlinear ship motions

Huang, Yifeng (author), Sclavounos, Paul D. (author)

journal article 1998

document

Theoretical modeling of ship motions and capsizing in large and steep waves

Grochowalski, S. (author), Hsiung, C.C. (author), Huang, Z.J. (author), Cong, L.Z. (author)

report 1998

document

An inverse geometry design problem in optimizing hull surfaces

Huang, Cheng-Hung (author)

journal article 1998

document

Non-linear ship motions by a Rankine Panell Method

Huang, Yifeng (author)

doctoral thesis 1997

document

Nonlinear ship motions by a Rankine Panel Method

Huang, Yifeng (author)

doctoral thesis 1997

document

Rudder winglets on sailing yachts

Sclavounos, Paul D. (author), Huang, Yifeng (author)

journal article 1997

document

A computational method as an advanced tool of ship hydrodynamic design

Sclavounos, Paul D. (author), Kring, David C. (author), Huang, Y. (author), Mantzaris, D.A. (author), Kim, S. (author), Kim, Y. (author)

conference paper 1997