Monte Carlo simulation of vine dependent random variables for applications in uncertainty analysis

T.J. Bedford, R. Cooke

Research output: Contribution to conferencePaper

Abstract

This paper examines Monte Carlo simulation of vine dependent random variables for applications in uncertainty analysis.
LanguageEnglish
Publication statusPublished - 2001
EventESREL 2003 - MECC, Maastricht, Netherlands
Duration: 15 Jun 200318 Jun 2003

Conference

ConferenceESREL 2003
CityMECC, Maastricht, Netherlands
Period15/06/0318/06/03

Fingerprint

Uncertainty Analysis
Dependent Random Variables
Monte Carlo Simulation

Keywords

  • monte carlo method
  • simulation
  • vine dependent
  • analysis

Cite this

Bedford, T. J., & Cooke, R. (2001). Monte Carlo simulation of vine dependent random variables for applications in uncertainty analysis. Paper presented at ESREL 2003, MECC, Maastricht, Netherlands, .
Bedford, T.J. ; Cooke, R. / Monte Carlo simulation of vine dependent random variables for applications in uncertainty analysis. Paper presented at ESREL 2003, MECC, Maastricht, Netherlands, .
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title = "Monte Carlo simulation of vine dependent random variables for applications in uncertainty analysis",
abstract = "This paper examines Monte Carlo simulation of vine dependent random variables for applications in uncertainty analysis.",
keywords = "monte carlo method, simulation, vine dependent, analysis",
author = "T.J. Bedford and R. Cooke",
year = "2001",
language = "English",
note = "ESREL 2003 ; Conference date: 15-06-2003 Through 18-06-2003",

}

Bedford, TJ & Cooke, R 2001, 'Monte Carlo simulation of vine dependent random variables for applications in uncertainty analysis' Paper presented at ESREL 2003, MECC, Maastricht, Netherlands, 15/06/03 - 18/06/03, .

Monte Carlo simulation of vine dependent random variables for applications in uncertainty analysis. / Bedford, T.J.; Cooke, R.

2001. Paper presented at ESREL 2003, MECC, Maastricht, Netherlands, .

Research output: Contribution to conferencePaper

TY - CONF

T1 - Monte Carlo simulation of vine dependent random variables for applications in uncertainty analysis

AU - Bedford, T.J.

AU - Cooke, R.

PY - 2001

Y1 - 2001

N2 - This paper examines Monte Carlo simulation of vine dependent random variables for applications in uncertainty analysis.

AB - This paper examines Monte Carlo simulation of vine dependent random variables for applications in uncertainty analysis.

KW - monte carlo method

KW - simulation

KW - vine dependent

KW - analysis

M3 - Paper

ER -

Bedford TJ, Cooke R. Monte Carlo simulation of vine dependent random variables for applications in uncertainty analysis. 2001. Paper presented at ESREL 2003, MECC, Maastricht, Netherlands, .