102

Efficient rare-event simulation for the maximum of heavy-tailed random walks

Year:
2008
Language:
english
File:
PDF, 217 KB
english, 2008
103

Exact simulation of multidimensional reflected Brownian motion

Year:
2018
Language:
english
File:
PDF, 222 KB
english, 2018
107

Stochastic Risk Networks: Modeling, Analysis and Efficient Monte Carlo

Year:
2012
Language:
english
File:
PDF, 541 KB
english, 2012
108

Robust Actuarial Risk Analysis

Year:
2019
Language:
english
File:
PDF, 2.11 MB
english, 2019
109

Two-parameter Sample Path Large Deviations for Infinite-Server Queues

Year:
2014
Language:
english
File:
PDF, 668 KB
english, 2014
110

Quantifying Distributional Model Risk Via Optimal Transport

Year:
2016
Language:
english
File:
PDF, 525 KB
english, 2016
115

Perfect Sampling of Generalized Jackson Networks

Year:
2019
Language:
english
File:
PDF, 1.17 MB
english, 2019
116

Efficient importance sampling for binary contingency tables

Year:
2009
Language:
english
File:
PDF, 290 KB
english, 2009
117

Rare-Event Simulation for Distribution Networks

Year:
2019
Language:
english
File:
PDF, 840 KB
english, 2019
120

Optimal uncertainty size in distributionally robust inverse covariance estimation

Year:
2019
Language:
english
File:
PDF, 329 KB
english, 2019
122

On distributionally robust extreme value analysis

Year:
2020
Language:
english
File:
PDF, 1.21 MB
english, 2020