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Search: subject:"nested simulation"
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Simulation
19
Estimation theory
11
Monte Carlo simulation
11
Monte-Carlo-Simulation
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11
nested simulation
11
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6
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5
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Conditional tail expectation
2
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Feng, Mingbin
4
Lin, X. Sheldon
3
Yang, Shuai
3
Zhang, Kun
3
Dang, Ou
2
Hardy, Mary Rosalyn
2
Li, Peng
2
Zhou, Kenneth Q.
2
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1
Cheng, Hong-Fa
1
Dickmann, Fabian
1
Fang, Runhuan
1
Feng, Runhuan
1
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1
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1
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1
Haji-Ali, Abdul-Lateef
1
Juneja, Sandeep
1
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1
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1
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1
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1
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1
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1
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1
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1
Shi, Wen
1
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1
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1
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Insurance
5
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
2
Operations research
2
The journal of computational finance
2
ASTIN bulletin : the journal of the International Actuarial Association
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ECONIS (ZBW)
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1
On risk management of mortality and longevity capital requirement : a predictive simulation approach
Yang, Shuai
;
Zhou, Kenneth Q.
- In:
Risks : open access journal
11
(
2023
)
12
,
pp. 1-18
specifically, we introduce a thin-plate regression spline method as a surrogate alternative to the standard
nested
simulation
…
Persistent link: https://www.econbiz.de/10014446489
Saved in:
2
Efficient
nested
simulation
experiment design via the likelihood ratio method
Feng, Mingbin
;
Song, Eunhye
- In:
INFORMS journal on computing : JOC ; charting new …
37
(
2025
)
3
,
pp. 723-742
Persistent link: https://www.econbiz.de/10015434775
Saved in:
3
Dynamic importance allocated
nested
simulation
for variable annuity risk measurement
Dang, Ou
;
Feng, Mingbin
;
Hardy, Mary Rosalyn
- In:
Annals of actuarial science
16
(
2022
)
2
,
pp. 319-348
Persistent link: https://www.econbiz.de/10013342141
Saved in:
4
A FAST method for nested estimation
Liang, Guo
;
Zhang, Kun
;
Luo, Jun
- In:
INFORMS journal on computing : JOC ; charting new …
36
(
2024
)
6
,
pp. 1481-1500
Persistent link: https://www.econbiz.de/10015164594
Saved in:
5
Smooth
nested
simulation
: bridging cubic and square root convergence rates in high dimensions
Wang, Wenjia
;
Wang, Yanyuan
;
Zhang, Xiaowei
- In:
Management science : journal of the Institute for …
70
(
2024
)
12
,
pp. 9031-9057
Persistent link: https://www.econbiz.de/10015147769
Saved in:
6
Two-stage
nested
simulation
of tail risk measurement : a likelihood ratio approach
Dang, Ou
;
Feng, Mingbin
;
Hardy, Mary Rosalyn
- In:
Insurance
108
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013534507
Saved in:
7
Technical note: bootstrap-based budget allocation for
nested
simulation
Zhang, Kun
;
Liu, Guangwu
;
Wang, Shiyu
- In:
Operations research
70
(
2022
)
2
,
pp. 1128-1142
Persistent link: https://www.econbiz.de/10013365858
Saved in:
8
Subsampling to enhance efficiency in input uncertainty quantification
Lam, Henry
;
Qian, Huajie
- In:
Operations research
70
(
2022
)
3
,
pp. 1891-1913
Persistent link: https://www.econbiz.de/10013366289
Saved in:
9
Sample recycling method : a new approach to efficient nested Monte Carlo simulations
Fang, Runhuan
;
Li, Peng
- In:
Insurance
105
(
2022
),
pp. 336-359
Persistent link: https://www.econbiz.de/10013349067
Saved in:
10
Green
nested
simulation
via likelihood ratio : applications to longevity risk management
Feng, Mingbin
;
Li, Johnny Siu-Hang
;
Zhou, Kenneth Q.
- In:
Insurance
106
(
2022
),
pp. 285-301
Persistent link: https://www.econbiz.de/10013380561
Saved in:
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