Search Results - subject:"Uncertainty quantification"

Risk models based on uncertainty quantification for illicit traffic time series in customs context

Hammadi, Lamia; Cursi, Eduardo Souza de; Barbu, Vlad Stefan - In: International journal of shipping and transport … 14 (2022) 1/2, pp. 3-32

Persistent link: https://www.econbiz.de/10012990506

An agent-based approach to quantify the uncertainty in product-service system contract decisions : a case study in the machine tool industry

Farsi, Maryam; Erkoyuncu, John Ahmet - In: International journal of production economics 233 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10012495602

Uncertainty Quantification and Global Sensitivity Analysis for Economic Models

Harenberg, Daniel; Marelli, Stefano; Sudret, Bruno; … - 2017

Sensitivity analysis assesses the influence of input parameters on the conclusion of a model. Traditional analysis methods—based on evaluating the model at a reference parameter vector and changing one parameter at a time—are local, linear, and usually do not capture interactions among the...

Persistent link: https://www.econbiz.de/10011753329

Is mortality or interest rate the most important risk in annuity models? : a comparison of sensitivity analysis methods

Rabitti, Giovanni; Borgonovo, Emanuele - In: Insurance / Mathematics & economics 95 (2020), pp. 48-58

Persistent link: https://www.econbiz.de/10012419238

Versatile sequential sampling algorithm using Kernel Density Estimation

Roy, Pamphile T.; Jofre, Lluís; Jouhaud, Jean-Christophe; … - In: European journal of operational research : EJOR 284 (2020) 1, pp. 201-211

Persistent link: https://www.econbiz.de/10012238645

Epi-regularization of risk measures

Kouri, Drew P.; Surowiec, Thomas M. - In: Mathematics of operations research 45 (2020) 2, pp. 774-795

Persistent link: https://www.econbiz.de/10012242555

Model misspecification, Bayesian versus credibility estimation, and Gibbs posteriors

Hong, Liang; Martin, Ryan - In: Scandinavian actuarial journal 2020 (2020) 7, pp. 634-649

Persistent link: https://www.econbiz.de/10012313718

Uncertainty quantification in vehicle content optimization for General Motors

Song, Eunhye; Wu-Smith, Peiling; Nelson, Barry L. - In: INFORMS journal on applied analytics 50 (2020) 4, pp. 225-238

Persistent link: https://www.econbiz.de/10012269819

Gaussian process regression for derivative portfolio modeling and application to credit valuation adjustment computations

Crépey, Stéphane; Dixon, Matthew F. - In: The journal of computational finance 24 (2020) 1, pp. 47-81

Persistent link: https://www.econbiz.de/10012421957

Probabilistic bisection with spatial metamodels

Rodriguez, Sergio; Ludkovski, Michael - In: European journal of operational research : EJOR 286 (2020) 2, pp. 588-603

Persistent link: https://www.econbiz.de/10012291550