Dr. J.a.m. Van Der Weide
Professor
Department of Electrical Engineering, Mathematics and Comput
Delft University of Technology
Netherlands
Biography
J.A.M. van der Weide is a professor at Department of Electrical Engineering, Mathematics and Computer Science, Delft University of Technology.
Research Interest
Applied Probability
Publications
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Algorithmic counterparty credit exposure for multi-asset Bermudan options
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An approximation method for computing the expected value of max-affine expressions
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Stochastic renewal process models for estimation of damage cost over the life-cycle of a structure
