Linearization of Local Probabilistic Sensitivity Via Sample Re-weighting

View Journal Article

Date

Dec. 31, 2002

Authors

Roger Cooke, D. Kurowicka, and I. Meilijson

Publication

Journal Article

Reading time

1 minute

Authors

Roger Cooke

Senior Fellow Emeritus

Roger Cooke is a senior fellow emeritus at RFF. He joined RFF in September 2005 as the first appointee to the Chauncey Starr Chair in Risk Analysis.

D. Kurowicka

I. Meilijson

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