| Publication | Date of Publication | Type |
|---|
Randomized quasi-Monte Carlo methods on triangles: extensible lattices and sequences
Methodology and Computing in Applied Probability | 2024-06-04 | Paper |
On the Distribution of Scrambled $$(0,m,s)-$$Nets Over Unanchored Boxes
Springer Proceedings in Mathematics & Statistics | 2024-02-14 | Paper |
Golden Ratio Nets and Sequences
| 2023-12-18 | Paper |
Single-index importance sampling with stratification
Methodology and Computing in Applied Probability | 2023-02-17 | Paper |
Dependence properties of scrambled Halton sequences
Mathematics and Computers in Simulation | 2022-06-08 | Paper |
On the dependence structure and quality of scrambled \((t,m,s)\)-nets
Monte Carlo Methods and Applications | 2021-06-09 | Paper |
Normal variance mixtures: distribution, density and parameter estimation
Computational Statistics and Data Analysis | 2021-05-07 | Paper |
Implementation of irreducible Sobol' sequences in prime power bases
Mathematics and Computers in Simulation | 2021-03-02 | Paper |
A review of discrepancy bounds for \((t, s)\) and \((t, \mathbf{e}, s)\)-sequences with numerical comparisons
Mathematics and Computers in Simulation | 2021-02-19 | Paper |
Low-discrepancy sequences: Atanassov's methods revisited
Mathematics and Computers in Simulation | 2021-02-19 | Paper |
Negative dependence, scrambled nets, and variance bounds
Mathematics of Operations Research | 2020-03-11 | Paper |
Convex risk functionals: representation and applications
Insurance Mathematics \& Economics | 2020-02-03 | Paper |
Implementation of irreducible Sobol sequences in prime power bases
| 2019-10-09 | Paper |
Importance sampling and stratification for copula models
Contemporary Computational Mathematics - A Celebration of the 80th Birthday of Ian Sloan | 2019-01-22 | Paper |
Optimal reinsurance from the perspectives of both an insurer and a reinsurer
ASTIN Bulletin | 2018-06-04 | Paper |
Quasi-random numbers for copula models
Statistics and Computing | 2017-06-30 | Paper |
Irreducible Sobol' sequences in prime power bases
Acta Arithmetica | 2016-04-28 | Paper |
A risk model with varying premiums: its risk management implications
Insurance Mathematics \& Economics | 2015-03-13 | Paper |
Optimal reinsurance with regulatory initial capital and default risk
Insurance Mathematics \& Economics | 2015-01-28 | Paper |
Tractability using periodized generalized Faure sequences
Journal of Complexity | 2014-12-05 | Paper |
A variant of Atanassov's method for \((t, s)\)-sequences and \((t, \mathbf{e}, s)\)-sequences
Journal of Complexity | 2014-07-31 | Paper |
An adaptive premium policy with a Bayesian motivation in the classical risk model
Insurance Mathematics \& Economics | 2014-04-14 | Paper |
Extensions of Atanassov’s Methods for Halton Sequences
Springer Proceedings in Mathematics & Statistics | 2013-07-31 | Paper |
Corrigendum to: ``Improvements on the star discrepancy of \((t,s)\)-sequences
Acta Arithmetica | 2013-06-20 | Paper |
Generalized Halton sequences in 2008: a comparative study
ACM Transactions on Modeling and Computer Simulation | 2013-04-15 | Paper |
Improvements on the star discrepancy of \((t,s)\)-sequences
Acta Arithmetica | 2012-06-06 | Paper |
Variance reduction via lattice rules
Management Science | 2012-02-19 | Paper |
Improved Halton sequences and discrepancy bounds
Monte Carlo Methods and Applications | 2011-01-13 | Paper |
New perspectives on \((0,s)\)-sequences
Monte Carlo and Quasi-Monte Carlo Methods 2008 | 2010-02-15 | Paper |
Monte Carlo and quasi-Monte Carlo sampling
Springer Series in Statistics | 2009-01-15 | Paper |
Exact sampling with highly uniform point sets
Mathematical and Computer Modelling | 2008-02-26 | Paper |
Searching for extensible Korobov rules
Journal of Complexity | 2008-01-09 | Paper |
Control variates for quasi-Monte Carlo (with comments and rejoinder)
Statistical Science | 2006-09-22 | Paper |
Combination of General Antithetic Transformations and Control Variables
Mathematics of Operations Research | 2005-11-11 | Paper |
Randomized Polynomial Lattice Rules for Multivariate Integration and Simulation
SIAM Journal on Scientific Computing | 2004-01-20 | Paper |
scientific article; zbMATH DE number 1790443 (Why is no real title available?)
| 2002-10-08 | Paper |
scientific article; zbMATH DE number 1728308 (Why is no real title available?)
| 2002-04-15 | Paper |
On selection criteria for lattice rules and other quasi-Monte Carlo point sets
Mathematics and Computers in Simulation | 2002-03-21 | Paper |
Extensible Lattice Sequences for Quasi-Monte Carlo Quadrature
SIAM Journal on Scientific Computing | 2000-10-19 | Paper |
scientific article; zbMATH DE number 1390116 (Why is no real title available?)
| 2000-08-10 | Paper |
