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On Modeling Correlated Random Variables in Risk Assessment
11 references·12 citing·38 second hop
On Modeling Correlated Random Variables in Risk Assessment (1999)On Modeling Correlated Random Variables i…Correlations and Copulas for Decision and Risk Analysis (1999)Correlations and Copulas for …Understanding Relationships Using Copulas (1998)Understanding Relationships U…Quantitative Risk Analysis: A Guide to Monte Carlo Simulation Modelling (1996)Quantitative Risk Analysis: A…Copula Models for Aggregating Expert Opinions (1996)Copula Models for Aggregating…Correlated Inputs in Quantitative Risk Assessment: The Effects of Distributional Shape (1995)Correlated Inputs in Quantita…Principles of Good Practice for the Use of Monte Carlo Techniques in Human Health and Ecological Risk Assessments (1994)Principles of Good Practice f…Assessment of Variability and Uncertainty Distributions for Practical Risk Analyses (1994)Assessment of Variability and…Statistical Inference Procedures for Bivariate Archimedean Copulas (1993)Statistical Inference Procedu…The Effect of Neglecting Correlations When Propagating Uncertainty and Estimating the Population Distribution of Risk (1992)The Effect of Neglecting Corr…The Joy of Copulas: Bivariate Distributions with Uniform Marginals (1986)The Joy of Copulas: Bivariate…A distribution-free approach to inducing rank correlation among input variables (1982)A distribution-free approach …On the shortest $$\alpha$$-reliable path problem (2021)On the shortest $$\alpha$$-re…Estimation of mean and covariance of stochastic multi-class OD demands from classified traffic counts (2015)Estimation of mean and covari…Estimation of Mean and Covariance of Stochastic Multi-class OD Demands from Classified Traffic Counts (2015)Estimation of Mean and Covari…Uncertainty and uncertainty analysis methods (2011)Uncertainty and uncertainty a…Studying travel-related individual assessments and desires by combining hierarchically structured ordinal variables (2009)Studying travel-related indiv…New statistical methods in risk assessment by probability bounds (2009)New statistical methods in ri…Introduction to the concepts and methods of uncertainty analysis. 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References

  • 1982A distribution-free approach to inducing rank correlation among input variables1,625 cited
  • 1998Understanding Relationships Using Copulas1,258 cited
  • 1993Statistical Inference Procedures for Bivariate Archimedean Copulas1,252 cited
  • 1986The Joy of Copulas: Bivariate Distributions with Uniform Marginals790 cited
  • 1996Quantitative Risk Analysis: A Guide to Monte Carlo Simulation Modelling500 cited
  • 1999Correlations and Copulas for Decision and Risk Analysis343 cited
  • 1994Principles of Good Practice for the Use of Monte Carlo Techniques in Human Health and Ecological Risk Assessments269 cited
  • 1994Assessment of Variability and Uncertainty Distributions for Practical Risk Analyses190 cited
  • 1996Copula Models for Aggregating Expert Opinions154 cited
  • 1992The Effect of Neglecting Correlations When Propagating Uncertainty and Estimating the Population Distribution of Risk108 cited
  • 1995Correlated Inputs in Quantitative Risk Assessment: The Effects of Distributional Shape60 cited

Cited by

  • 2006Evidence synthesis, parameter correlation and probabilistic sensitivity analysis90 cited
  • 2006Portfolio optimization when asset returns have the Gaussian mixture distribution85 cited
  • 2011Uncertainty and uncertainty analysis methods

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39 cited
  • 2007Error and variability characterization in structural dynamics modeling28 cited
  • 2001Testing the Gaussian Copula Hypothesis for Financial Assets Dependences28 cited
  • 2015Estimation of mean and covariance of stochastic multi-class OD demands from classified traffic counts24 cited
  • 2009New statistical methods in risk assessment by probability bounds23 cited
  • 2015Estimation of Mean and Covariance of Stochastic Multi-class OD Demands from Classified Traffic Counts22 cited
  • 2007Introduction to the concepts and methods of uncertainty analysis.20 cited
  • 2009Studying travel-related individual assessments and desires by combining hierarchically structured ordinal variables13 cited
  • 2003Uncertain Risk: The Role and Limits of Quantitative Assessment13 cited
  • 2021On the shortest $$\alpha$$-reliable path problem10 cited