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The transformed rejection method for generating Poisson random variables

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  • Hormann, W.

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  • Hormann, W., 1993. "The transformed rejection method for generating Poisson random variables," Insurance: Mathematics and Economics, Elsevier, vol. 12(1), pages 39-45, February.
    • Handle: RePEc:eee:insuma:v:12:y:1993:i:1:p:39-45
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    Cited by:

    1. Härdle, Wolfgang Karl & Burnecki, Krzysztof & Weron, Rafał, 2004. "Simulation of risk processes," Papers 2004,01, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE).
    2. Krzysztof Burnecki & Joanna Janczura & Rafal Weron, 2010. "Building Loss Models," HSC Research Reports HSC/10/03, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
    3. Ian Iscoe & Asif Lakhany, 2011. "Adaptive Simulation of the Heston Model," Papers 1111.6067, arXiv.org.

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