Patrick J. Laub

Publication Activity (10 Years)

Years Active: 2019-2024
Publications (10 Years): 4

Top Topics

Statistically Independent

Stochastic Optimization Problems

Distribution Function

Top Venues

Math. Comput. Simul.

J. Appl. Probab.

J. Comput. Appl. Math.

Publications

Benjamin Avanzi, Eric Dong, Patrick J. Laub, Bernard Wong
Distributional Refinement Network: Distributional Forecasting via Deep Learning. CoRR (2024)
Young Lee, Patrick J. Laub, Thomas Taimre, Hongbiao Zhao, Jiancang Zhuang
Exact simulation of extrinsic stress-release processes. J. Appl. Probab. 59 (1) (2022)
Pierre-Olivier Goffard, Patrick J. Laub
Orthogonal polynomial expansions to evaluate stop-loss premiums. J. Comput. Appl. Math. 370 (2020)
Patrick J. Laub, Robert Salomone, Zdravko I. Botev
Monte Carlo estimation of the density of the sum of dependent random variables. Math. Comput. Simul. 161 (2019)