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

@@ Property / author @@
-Giovanni Puccetti
@@ Property / author: Giovanni Puccetti / rank @@
-Normal rank
@@ Property / describes a project that uses @@
+QRM
@@ Property / describes a project that uses: QRM / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.2920
@@ Property / arXiv ID: 1106.2920 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic simulation: Algorithms and analysis
@@ Property / cites work: Stochastic simulation: Algorithms and analysis / rank @@
+Normal rank
@@ Property / cites work @@
+On the Tail Behavior of Sums of Dependent Risks
@@ Property / cites work: On the Tail Behavior of Sums of Dependent Risks / rank @@
+Normal rank
@@ Property / cites work @@
+Q3323133
@@ Property / cites work: Q3323133 / rank @@
+Normal rank
@@ Property / cites work @@
+Searching for extensible Korobov rules
@@ Property / cites work: Searching for extensible Korobov rules / rank @@
+Normal rank
@@ Property / cites work @@
+Q4433608
@@ Property / cites work: Q4433608 / rank @@
+Normal rank
@@ Property / cites work @@
+Some asymptotic results for sums of dependent random variables, with actuarial applications
+Normal rank
@@ Property / cites work @@
+Variance Reduction via Lattice Rules
@@ Property / cites work: Variance Reduction via Lattice Rules / rank @@
+Normal rank
@@ Property / cites work @@
+Q3426055
@@ Property / cites work: Q3426055 / rank @@
+Normal rank
@@ Property / cites work @@
+Bounded Relative Error Importance Sampling and Rare Event Simulation
+Normal rank
@@ Property / cites work @@
+Q5706744
@@ Property / cites work: Q5706744 / rank @@
+Normal rank
@@ Property / cites work @@
+Generating Quasi-Random Paths for Stochastic Processes
+Normal rank
@@ Property / cites work @@
+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
+Normal rank
@@ Property / cites work @@
+Q4003879
@@ Property / cites work: Q4003879 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3592129
@@ Property / cites work: Q3592129 / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2052874426
@@ Property / OpenAlex ID: W2052874426 / rank @@
+Normal rank