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We propose and analyze a Multilevel Richardson-Romberg ($MLRR$) estimator which combines the higher order bias cancellation of the Multistep Richardson-Romberg ($MSRR$) method introduced in [Pag07] and the variance control resulting from the stratification in the Multilevel Monte Carlo ($MLMC$)...
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We propose new weak error bounds and expansion in dimension one for optimal quantization-based cubature formula for different classes of functions, such that piecewise affine functions, Lipschitz convex functions or differentiable function with piecewise-defined locally Lipschitz or α-Hölder...
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We propose a novel approach in the assessment of a random risk variable X by introducing magnitude-propensity risk measures (mX, pX). This bivariate measure intends to account for the dual aspect of risk, where the magnitudes x of X tell how high are the losses incurred, whereas the...
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