performing computations in these models. This paper develops, analyzes, and evaluates two simulation algorithms for intensity … Zeevi, stochastic models and simulation.</i> …Dynamic, intensity-based point process models are widely used to measure and price the correlated default risk in …

, as is common in the literature. <i>This paper was accepted by Assaf Zeevi, stochastic models and simulation.</i> …Sequential sampling problems arise in stochastic simulation and many other applications. Sampling is used to infer the …

and of the probability scale. The theorems can be used, e.g., in economics and forecasting. …

structured case analysis approach to enable qualitative data to be modelled througha visual toolset simulation. It is believed …

models.The topic of this paper is a generalization of the Wilks distribution.This generalized Wilks' distribution is relevant … for testing in multivariate regression models with monotone missing data.Just as the (usual) Wilks distribution can be … in more or less the same way.We use Box transformations to derive the x2-approximations and compare them by simulation. …

A simulation ir!octel developed from regression estimates of fa-.rm ~ector sources and uses of. funds is llsed to … than in 1970. The simulation modei is also used to appraise the impact on finaHcial structure ofselected public policies …