Correlations between parameters in risk models : estimation and propagation of uncertainty by Markov Chain Monte Carlo

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<title>Correlations between parameters in risk models</title>
<subTitle>: estimation and propagation of uncertainty by Markov Chain Monte Carlo</subTitle>
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<namePart>Ades, A. E.</namePart>
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<namePart>Lu, G.</namePart>
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<abstract>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</abstract>
<note type="statement of responsibility">A. E. Ades and G. Lu</note>
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<title>Risk analysis : an international journal</title>
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<publisher>New York and London : Society for Risk Analysis</publisher>
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<text>Vol. 23, nº 6, December, 2003 ; p. 1165-1172</text>
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