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  • Search: subject:"Conditional simulation"
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Year of publication
Subject
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Simulation 7 conditional simulation 7 Kriging 5 Theorie 5 Theory 5 Conditional simulation 4 Stochastic process 4 Stochastischer Prozess 4 Bootstrap 2 Bootstrap approach 2 Bootstrap-Verfahren 2 Forecasting model 2 Gaussian quadrature formula 2 Mathematical programming 2 Mathematische Optimierung 2 Monte Carlo simulation 2 Monte-Carlo-Simulation 2 Optimization 2 Prognoseverfahren 2 Regression analysis 2 Regressionsanalyse 2 Risiko 2 Risk 2 decision making 2 geostatistics 2 kriging 2 lexicographic method 2 multi-objective 2 resource allocation 2 simulation 2 stochastic network 2 Allocation 1 Allokation 1 Anleihe 1 Bewertung 1 Bond 1 Box-Cox transform 1 Change of support problem 1 Corporate bond 1 Credit rating 1
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Online availability
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Undetermined 6 Free 5
Type of publication
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Article 10 Book / Working Paper 3
Type of publication (narrower categories)
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Article in journal 6 Aufsatz in Zeitschrift 6 Arbeitspapier 1 Article 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
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Language
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English 9 Undetermined 4
Author
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Borgoni, Riccardo 2 Ghomi, Seyed Mohammad Taghi Fatemi 2 Hashemin, Seyed 2 Kleijnen, Jack P. C. 2 Mehdad, Ehsan 2 Quatto, Piero 2 Somà, Giorgio 2 Adachi, Tsuyoshi 1 Ardhiansyah, Mohammad Rahman 1 Bartolo, Daniela 1 Bartolo, Daniela de 1 Christiansen, Marcus C. 1 Joe, Harry 1 Jörg, Benndorf 1 Kleijnen, Jack P.C. 1 Li, Guofu 1 Mehdad, E. 1 Oda, Junichiro 1 Oesting, Marco 1 Pan, Shenyi 1 Rosen, Dan 1 Sounders, David 1 Spodarev, Evgenij 1 Unseld, Verena 1 Wojciech, Naworyta 1
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Institution
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Dipartimento di Statistica, Università degli Studi di Milano-Bicocca 1 Tilburg University, Center for Economic Research 1
Published in...
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Astin bulletin : the journal of the International Actuarial Association 1 Discussion Paper / Tilburg University, Center for Economic Research 1 Discussion paper / Center for Economic Research, Tilburg University 1 Gospodarka Surowcami Mineralnymi / Mineral Resources Management 1 Journal of Industrial Engineering International 1 Journal of financial econometrics 1 Journal of industrial engineering international 1 Journal of risk management in financial institutions 1 Journal of the Operational Research Society : OR 1 Mineral economics : raw materials report 1 Statistical Methods and Applications 1 Statistics & Probability Letters 1 Working Papers / Dipartimento di Statistica, Università degli Studi di Milano-Bicocca 1
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Source
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ECONIS (ZBW) 7 RePEc 5 EconStor 1
Showing 1 - 10 of 13
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Stratified state aggregation (SSA) approach in real option valuation : combining price and grade uncertainties in tin mining projects
Ardhiansyah, Mohammad Rahman; Adachi, Tsuyoshi; Oda, … - In: Mineral economics : raw materials report 36 (2023) 3, pp. 371-381
Persistent link: https://www.econbiz.de/10014372703
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Conditional inferences based on vine copulas with applications to credit spread data of corporate bonds
Pan, Shenyi; Joe, Harry; Li, Guofu - In: Journal of financial econometrics 21 (2023) 3, pp. 714-741
Persistent link: https://www.econbiz.de/10014314788
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Classic Kriging versus Kriging with Bootstrapping or Conditional Simulation : Classic Kriging's Robust Confidence Intervals and Optimization (Revised version of CentER DP 2013-038)
Kleijnen, Jack P.C.; Mehdad, E. - Tilburg University, Center for Economic Research - 2014
Kriging is a popular method for estimating the global optimum of a simulated system. Kriging approximates the input/output function of the simulation model. Kriging also estimates the variances of the predictions of outputs for input combinations not yet simulated. These predictions and their...
Persistent link: https://www.econbiz.de/10011144439
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Classic Kriging versus Kriging with bootstrapping or bonditional simulation : classic Kriging's robust confidence intervals and optimization
Mehdad, Ehsan; Kleijnen, Jack P. C. - 2014 - Revised version of CentER DP 2013-038
Persistent link: https://www.econbiz.de/10011285515
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Constrained consumable resource allocation in alternative stochastic networks via multi-objective decision making 2
Hashemin, Seyed; Ghomi, Seyed Mohammad Taghi Fatemi - In: Journal of Industrial Engineering International 8 (2012), pp. 1-9
Many real projects complete through the realization of one and only one path of various possible network paths. Here, these networks are called alternative stochastic networks (ASNs). It is supposed that the nodes of considered network are probabilistic with exclusive-or receiver and...
Persistent link: https://www.econbiz.de/10010317865
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Regress under stress : a simple least-squares method for integrating economic scenarios with risk simulations
Rosen, Dan; Sounders, David - In: Journal of risk management in financial institutions 9 (2016) 4, pp. 391-412
Persistent link: https://www.econbiz.de/10011663120
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On the distribution of a max-stable process conditional on max-linear functionals
Oesting, Marco - In: Statistics & Probability Letters 100 (2015) C, pp. 158-163
Recently, Dombry and Éyi-Minko (2013) provided formulae for the distribution of a max-stable process conditional on its values at given sites and proposed a methodology for sampling from this distribution. We generalize their results by allowing for conditions stemming from max-linear...
Persistent link: https://www.econbiz.de/10011263171
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Classic Kriging versus Kriging wiht bootstrapping of conditional simulation : classic Kriging's robust confidence intervals and optimization
Mehdad, Ehsan; Kleijnen, Jack P. C. - In: Journal of the Operational Research Society : OR 66 (2015) 11, pp. 1804-1814
Persistent link: https://www.econbiz.de/10011418448
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Differences in European mortality rates : a geometric approach on the age-period plane
Christiansen, Marcus C.; Spodarev, Evgenij; Unseld, Verena - In: Astin bulletin : the journal of the International … 45 (2015) 3, pp. 477-502
Persistent link: https://www.econbiz.de/10011397239
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A Geostatistical Approach to Define Guidelines for Radon Prone Area Identification
Borgoni, Riccardo; Quatto, Piero; Somà, Giorgio; … - Dipartimento di Statistica, Università degli Studi di … - 2007
Radon is a natural radioactive gas known to be the main contributor to natural background radiation exposure and the major leading cause of lung cancer second to smoking. Indoor radon concentration levels of 200 and 400 Bq/m3 are reference values suggested by the 90/143/Euratom recommendation,...
Persistent link: https://www.econbiz.de/10005800580
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