An island particle algorithm for rare event analysis
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DOI: 10.1016/j.ress.2015.11.017
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- Gareth W. Peters & Rodrigo S. Targino & Mario V. Wüthrich, 2017. "Bayesian Modelling, Monte Carlo Sampling and Capital Allocation of Insurance Risks," Risks, MDPI, vol. 5(4), pages 1-51, September.
- Chemweno, Peter & Pintelon, Liliane & Muchiri, Peter Nganga & Van Horenbeek, Adriaan, 2018. "Risk assessment methodologies in maintenance decision making: A review of dependability modelling approaches," Reliability Engineering and System Safety, Elsevier, vol. 173(C), pages 64-77.
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Keywords
Rare event; Sequential Monte Carlo; Island particle models; Particle filtering; Sensitivity analysis; Reliability theory;All these keywords.
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