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A Factor-Based Bayesian Framework for Risk Analysis in Stochastic Simulations - MaRDI portal

A Factor-Based Bayesian Framework for Risk Analysis in Stochastic Simulations (Q6173273)

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scientific article; zbMATH DE number 7715124
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A Factor-Based Bayesian Framework for Risk Analysis in Stochastic Simulations
scientific article; zbMATH DE number 7715124

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    A Factor-Based Bayesian Framework for Risk Analysis in Stochastic Simulations (English)
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    21 July 2023
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    multivariate input model
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    factor model
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    Gaussian copula
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    nonparametric model
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    risk analysis
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    simulation
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    Identifiers