Patrick J. Laub

Available identifiers

zbMath Open laub.patrick-jWikidataQ103171790 ScholiaQ103171790MaRDI QIDQ1703035

List of research outcomes

Publication	Date of Publication	Type
Approximate Bayesian computations to fit and compare insurance loss models	2021-10-19	Paper
Monte Carlo estimation of the density of the sum of dependent random variables	2021-03-02	Paper
Orthogonal polynomial expansions to evaluate stop-loss premiums	2020-02-18	Paper
Approximating the Laplace transform of the sum of dependent lognormals	2019-09-23	Paper
Rare tail approximation using asymptotics and $L^1$ polar coordinates	2018-09-18	Paper
Tail asymptotics of light-tailed Weibull-like sums	2018-08-08	Paper
Efficient simulation for dependent rare events with applications to extremes	2018-03-01	Paper
Monte Carlo Estimation of the Density of the Sum of Dependent Random Variables	2017-11-29	Paper
Orthonormal polynomial expansions and lognormal sum densities	2016-01-07	Paper
Hawkes Processes	2015-07-10	Paper

Research outcomes over time

This page was built for person: Patrick J. Laub