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

Bedford, T.J. and Cooke, R. (2001) Monte Carlo simulation of vine dependent random variables for applications in uncertainty analysis. In: ESREL 2003, 2003-06-15 - 2003-06-18.

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Abstract

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

Item type:	Conference or Workshop Item (Paper)
ID code:	9662
Keywords:	monte carlo method, simulation, vine dependent, analysis, Management. Industrial Management
Subjects:	Social Sciences > Industries. Land use. Labor > Management. Industrial Management
Department:	Strathclyde Business School > Management Science
Depositing user:	Strathprints Administrator
Date deposited:	30 Mar 2010 10:44
Last modified:	08 Aug 2017 00:12
URI:	https://strathprints.strath.ac.uk/id/eprint/9662
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