The AEP algorithm for the fast computation of the distribution of the sum of dependent random variables (Q453289): Difference between revisions

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-Giovanni Puccetti
@@ Property / author: Giovanni Puccetti / rank @@
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+Giovanni Puccetti
@@ Property / author: Giovanni Puccetti / rank @@
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+E99
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+C20
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+6083982
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+convolution
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+distribution functions
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+Stochastic simulation: Algorithms and analysis
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+On the Tail Behavior of Sums of Dependent Risks
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+Q3323133
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+Q4433608
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+Some asymptotic results for sums of dependent random variables, with actuarial applications
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+Variance Reduction via Lattice Rules
@@ Property / cites work: Variance Reduction via Lattice Rules / rank @@
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+Q3426055
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+Bounded Relative Error Importance Sampling and Rare Event Simulation
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+Q5706744
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+Generating Quasi-Random Paths for Stochastic Processes
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+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
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+Q4003879
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