Approximation of insurance liability contracts using radial basis functions
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Cites work
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- A primer on radial basis functions with applications to the geosciences
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- An alternative procedure for selecting a good value for the parameter \(c\) in RBF-interpolation
- Approximation of function and its derivatives using radial basis function networks
- Error estimates and condition numbers for radial basis function interpolation
- Fast Radial Basis Function Interpolation via Preconditioned Krylov Iteration
- scientific article; zbMATH DE number 1803827 (Why is no real title available?)
- scientific article; zbMATH DE number 45848 (Why is no real title available?)
- scientific article; zbMATH DE number 1999206 (Why is no real title available?)
- scientific article; zbMATH DE number 2217387 (Why is no real title available?)
- Interpolation of scattered data: distance matrices and conditionally positive definite functions
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- Meshfree approximation methods with Matlab. With CD-ROM.
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- Observations on the behavior of radial basis function approximations near boundaries
- On optimization of the RBF shape parameter in a grid-free local scheme for convection dominated problems over non-uniform centers
- Preconditioning for radial basis function partition of unity methods
- Quasi-Monte Carlo methods and pseudo-random numbers
- Radial Basis Functions
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- The pricing of options and corporate liabilities
- Triangular Factorization and Inversion by Fast Matrix Multiplication
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