This work investigates reciprocity in peer-to-peer systems. The scenario is one where users arrive to the network with a set of contents and content demands. Peers exchange contents to satisfy their demands, following either a direct reciprocity principle (I help you and you help me) or indirect...

This paper describes, analyzes and evaluates an algorithm for estimating portfolio loss probabilities using Monte Carlo simulation. Obtaining accurate estimates of such loss probabilities is essential to calculating value-at-risk, which is a quantile of the loss distribution. The method employs...