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.
Original 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

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, .