作者：BRANDEAU, ML; OWENS, DK; SOX, CH; WACHTER, RM
作者单位：Dartmouth College; Stanford University; San Francisco General Hospital Medical Center; University of California System; University of California San Francisco
摘要：This paper analyzes the costs and benefits of screening women of childbearing age for HIV. The analysis is based on a dynamic compartmental model of the HIV epidemic that incorporates disease transmission and progression over time, behavioral changes, and effects of screening and associated counseling and education. The model allows one to consider not only effects on the screened women and their newborns, but also effects on the rest of the population. The analysis reveals that the primary be...
作者：HILLER, RS; ECKSTEIN, J
摘要：Drawing on recent developments in discrete time fixed income options theory, we propose a stochastic programming procedure, which we call stochastic dedication, for managing asset/liability portfolios with interest rate contingent claims. The model uses scenario generation to combine deterministic dedication techniques with stochastic duration matching methods, and provides the portfolio manager with a risk/return Pareto optimal frontier from which a portfolio may be selected based on individu...
