Monte Carlo Simulation
Author:
Publisher
Springer International Publishing
Link
http://link.springer.com/content/pdf/10.1007/978-3-030-62505-4_3
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2. Au SK, Beck JL (2001) Estimation of small failure probabilities in high dimensions by subset simulation. Probab Eng Mech 16(4):263–277. https://doi.org/10.1016/S0266-8920(01)00019-4
3. Au SK, Wang Y (2014) Engineering risk assessment with subset simulation. Wiley
4. Avramidis AN, Channouf N, L’Ecuyer P (2009) Efficient correlation matching for fitting discrete multivariate distributions with arbitrary marginals and normal-copula dependence. INFORMS J Comput 21(1):88–106. https://doi.org/10.1287/ijoc.1080.0281
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