Finding steady state of safety systems using the Monte Carlo method

DOI10.1007/3-540-45545-0_136MaRDI QIDQ2779464zbMATH OpenFDO

Authors Ray Gallagher

Publication date 15 April 2002

Published in Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL http://link.springer.de/link/service/series/0558/bibs/2073/20731253

zbMATH Keywords

Monte Carlo algorithms, Markov chain, parallel algorithms

Mathematics Subject Classification ID

Computing methodologies and applications (68U99)

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Cited in

(1)

• On the Safety Loading for Chain Ladder Estimates: a Monte Carlo Simulation Study

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