Centro de Documentacion de Fundación MAPFRE - Correlations between parameters in risk models : estimation and propagation of uncertainty by Markov Chain Monte Carlo

MAP20071504933

Correlations between parameters in risk models : estimation and propagation of uncertainty by Markov Chain Monte Carlo / A. E. Ades and G. Lu

Monte Carlo simulation has become the accepted method for propagating parameter uncertainty through risk models. It is widely appreciated, however, that correlations between input variables must be taken into account if models are to deliver correct assessments of uncertainty in risk

En: Risk analysis : an international journal. - New York and London : Society for Risk Analysis. - Vol. 23, nº 6, December, 2003 ; p. 1165-1172

1. Simulación Monte Carlo . 2. Dioxinas . 3. Análisis matemático . 4. Evaluación de riesgos . 5. Distribución de riesgos . 6. Modelos de simulación . I. Lu, G. . II. Título.