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Comparing risk measures when aggregating market risk and credit risk using different copulas
Maciag, Jakob, (2016)
Simulating the market coefficient of relative risk aversion
Azar, Samih Antoine, (2014)
A new INAR(1) model for Z-valued time series using the relative binomial thinning operator
Kachour, Maher, (2023)
Pump allocation at a New Zealand oil refinery
Henderson, Shane G., (2020)
Estimating the probability that a function observed with noise is convex
Jian, Nanjing, (2020)
Probabilistic bisection converges almost as quickly as stochastic approximation
Frazier, Peter I., (2019)