Asymptotic Confidence Ellipse for Lognormal Distribution with Applications in Actuarial Pricing
A joint confidence ellipse for lognormal parameters that supports premium uncertainty analysis and insurance sample-size planning.
Dec 24, 2025
Wang–Landau Sampling for Estimation of the Reliability of Physical Networks
A comparison of three Wang–Landau sampling ensembles for estimating the reliability of bridge, ladder, and dodecahedron networks.
Jun 24, 2021
A 1/t algorithm with the density of two states for estimating multidimensional integrals
A two-state density-of-states algorithm that reduces Monte Carlo effort and avoids error saturation in difficult multidimensional integration.
Nov 1, 2017
Obviating the Bin Width Effect of the 1/t Algorithm for Multidimensional Numerical Integration
A convergent 1/t Monte Carlo integration method that removes fixed-bin approximation error for integrals through six dimensions.
Jun 1, 2016
An Improved 1/t Method for Numerical Integration of Ill-Behaved Integrals
A hybrid Monte Carlo method that combines simple sampling with the 1/t algorithm to estimate sharply peaked integrals without error saturation.
Mar 20, 2014