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- W1550168510 abstract "This chapter contains sections titled: Classifying the risk measure computational issues The generic Monte-Carlo simulation method and associated error control Classical alternatives to direct Monte-Carlo sampling Monotony, regularity and robust risk measure computation Sensitivity analysis and importance ranking Numerical challenges, distributed computing and use of direct or adjoint differentiation of codes Exercises References" @default.
- W1550168510 created "2016-06-24" @default.
- W1550168510 date "2012-04-11" @default.
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- W1550168510 title "Computational Methods for Risk and Uncertainty Propagation" @default.
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- W1550168510 doi "https://doi.org/10.1002/9781119969495.ch7" @default.
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