1 citations · 2 across the 2 of their papers we have counts for
2 papers
stat.CO2015★ 1 cited
Quasi-random numbers for copula models
Mathieu Cambou, Marius Hofert, Christiane Lemieux
The present work addresses the question how sampling algorithms for commonly applied copula models can be adapted to account for quasi-random numbers. Besides sampling methods such…
stat.CO2014★ 1 cited
An importance sampling approach for copula models in insurance
Philipp Arbenz, Mathieu Cambou, Marius Hofert
An importance sampling approach for sampling copula models is introduced. We propose two algorithms that improve Monte Carlo estimators when the functional of interest depends main…