risk

Monte Carlo gradient estimation 2020-09-30

Monte Carlo optimisation 2020-09-30

Splitting simulation 2017-05-29 – 2020-09-28

Extreme value theory On the decay of awfulness with oftenness 2020-01-13 – 2020-09-25

Quantitative risk measurement Mathematics of actuarial and financial disaster 2015-04-30 – 2020-09-22

Gaussian process quantile regression 2020-09-16

Copula functions 2015-06-23

Elliptical distributions 2015-06-23

Normal accidents 2015-06-03