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• W4211245904 abstract "Free Access References Book Editor(s):John Charnes, John CharnesSearch for more papers by this author First published: 02 January 2012 https://doi.org/10.1002/9781119203216.refs AboutPDFPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShareShare a linkShare onFacebookTwitterLinked InRedditWechat References Alvarez, S., and J. S. Baixauli. 2010. Coverage properties of beta estimated prediction intervals for multimodal recovery rates. Journal of Statistical Computation and Simulation 80, no. 1: 111– 117. Ameriks, J., R. Veres, and M. J. Warshawsky. 2001. Making retirement income last a lifetime, Journal of Financial Planning, December. Ameur, H. B., P. L'Ecuyer, and C. Lemieux. 1999. Variance reduction of Monte Carlo and randomized quasi-Monte Carlo estimators for stochastic volatility models in finance. In Proceedings of the Winter Simulation Conference, eds. H. B. Nembhard, P. A. Farrington, D. T. Sturrock, and G. W. Evans, 336–343. 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