Edit Profile Cambou, Mathieu Compute Distance To: Compute Author ID: cambou.mathieu Published as: Cambou, Mathieu Documents Indexed: 3 Publications since 2017 Co-Authors 0 single-authored 2 Hofert, Marius 2 Lemieux, Christiane 1 Arbenz, Philipp 1 Filipović, Damir 1 Taniguchi, Yoshihiro Serials 1 Finance and Stochastics 1 Statistics and Computing Fields 2 Statistics (62-XX) 2 Numerical analysis (65-XX) 1 Probability theory and stochastic processes (60-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) Publications by Year Citations contained in zbMATH 3 Publications have been cited 8 times in 8 Documents Cited by ▼ Year ▼ Replicating portfolio approach to capital calculation. Zbl 1396.91294Cambou, Mathieu; Filipović, Damir 3 2018 Quasi-random numbers for copula models. Zbl 06737713Cambou, Mathieu; Hofert, Marius; Lemieux, Christiane 3 2017 Importance sampling and stratification for copula models. Zbl 1405.65005Arbenz, Philipp; Cambou, Mathieu; Hofert, Marius; Lemieux, Christiane; Taniguchi, Yoshihiro 2 2018 Replicating portfolio approach to capital calculation. Zbl 1396.91294Cambou, Mathieu; Filipović, Damir 3 2018 Importance sampling and stratification for copula models. Zbl 1405.65005Arbenz, Philipp; Cambou, Mathieu; Hofert, Marius; Lemieux, Christiane; Taniguchi, Yoshihiro 2 2018 Quasi-random numbers for copula models. Zbl 06737713Cambou, Mathieu; Hofert, Marius; Lemieux, Christiane 3 2017 all top 5 Cited by 31 Authors 1 Albrecher, Hansjörg 1 Arbenz, Philipp 1 Basu, Kinjal 1 Bauer, Daniel J. 1 Cambou, Mathieu 1 Dick, Josef 1 Embrechts, Paul 1 Engsner, Hampus 1 Filipović, Damir 1 Hofert, Marius 1 Koch Medina, Pablo 1 Koike, Takaaki 1 Korn, Ralf 1 Lemieux, Christiane 1 Lindensjö, Kristoffer 1 Lindskog, Filip 1 Loisel, Stéphane 1 Minami, Mihoko 1 Natolski, Jan 1 Owen, Art B. 1 Pelsser, Antoon A. J. 1 Peters, Gareth William 1 Rudolf, Daniel 1 Schiller, Frank 1 Schmeiser, Hato 1 Shevchenko, Pavel V. 1 Taniguchi, Yoshihiro 1 Targino, Rodrigo S. 1 Wagner, Joël 1 Werner, Ralf 1 Zhu, Houying all top 5 Cited in 7 Serials 1 SIAM Journal on Numerical Analysis 1 Insurance Mathematics & Economics 1 Statistics & Probability Letters 1 Finance and Stochastics 1 Scandinavian Actuarial Journal 1 Quantitative Finance 1 European Actuarial Journal all top 5 Cited in 6 Fields 5 Numerical analysis (65-XX) 5 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Probability theory and stochastic processes (60-XX) 2 Statistics (62-XX) 1 General and overarching topics; collections (00-XX) 1 Approximations and expansions (41-XX) Citations by Year