×

zbMATH — the first resource for mathematics

Lemieux, Christiane

Compute Distance To:
Author ID: lemieux.christiane Recent zbMATH articles by "Lemieux, Christiane"
Published as: Lemieux, Christiane
Documents Indexed: 31 Publications since 2000, including 1 Book

Publications by Year

Citations contained in zbMATH

26 Publications have been cited 219 times in 181 Documents Cited by Year
Monte Carlo and quasi-Monte Carlo sampling. Zbl 1269.65001
Lemieux, Christiane
55
2009
Variance reduction via lattice rules. Zbl 1232.65008
L’Ecuyer, Pierre; Lemieux, Christiane
28
2000
Extensible lattice sequences for quasi-Monte Carlo quadrature. Zbl 0974.65004
Hickernell, Fred J.; Hong, Hee Sun; L’Écuyer, Pierre; Lemieux, Christiane
19
2000
Optimal reinsurance from the perspectives of both an insurer and a reinsurer. Zbl 1390.91167
Cai, Jun; Lemieux, Christiane; Liu, Fangda
18
2016
Randomized polynomial lattice rules for multivariate integration and simulation. Zbl 1071.11049
Lemieux, Christiane; L’Écuyer, Pierre
14
2003
Control variates for quasi-Monte Carlo (with comments and rejoinder). Zbl 1100.65006
Hickernell, Fred J.; Lemieux, Christiane; Owen, Art B.
12
2005
Optimal reinsurance with regulatory initial capital and default risk. Zbl 1304.91094
Cai, Jun; Lemieux, Christiane; Liu, Fangda
10
2014
Quasi-regression and the relative importance of the ANOVA components of a function. Zbl 0994.62061
Lemieux, Christiane; Owen, Art B.
8
2002
On selection criteria for lattice rules and other quasi-Monte Carlo point sets. Zbl 0981.65007
Lemieux, Christiane; L’Ecuyer, Pierre
8
2001
A variant of Atanassov’s method for \((t, s)\)-sequences and \((t, \mathbf{e}, s)\)-sequences. Zbl 1298.11075
Faure, Henri; Lemieux, Christiane
7
2014
Generalized Halton sequences in 2008: a comparative study. Zbl 1288.65003
Faure, Henri; Lemieux, Christiane
7
2009
Improvements on the star discrepancy of \((t,s)\)-sequences. Zbl 1270.11077
Faure, Henri; Lemieux, Christiane
5
2012
Searching for extensible Korobov rules. Zbl 1178.11053
Gill, Hardeep S.; Lemieux, Christiane
4
2007
Quasi-random numbers for copula models. Zbl 06737713
Cambou, Mathieu; Hofert, Marius; Lemieux, Christiane
3
2017
An adaptive premium policy with a Bayesian motivation in the classical risk model. Zbl 1284.91246
Landriault, David; Lemieux, Christiane; Willmot, Gordon E.
3
2012
New perspectives on \((0,s)\)-sequences. Zbl 1228.11124
Lemieux, Christiane; Faure, Henri
3
2009
Exact sampling with highly uniform point sets. Zbl 1138.62004
Lemieux, Christiane; Sidorsky, Paul
3
2006
Convex risk functionals: representation and applications. Zbl 1431.91340
Liu, Fangda; Cai, Jun; Lemieux, Christiane; Wang, Ruodu
2
2020
Importance sampling and stratification for copula models. Zbl 1405.65005
Arbenz, Philipp; Cambou, Mathieu; Hofert, Marius; Lemieux, Christiane; Taniguchi, Yoshihiro
2
2018
Improved Halton sequences and discrepancy bounds. Zbl 1208.65007
Faure, Henri; Lemieux, Christiane
2
2010
Irreducible Sobol’ sequences in prime power bases. Zbl 1347.11059
Faure, Henri; Lemieux, Christiane
1
2016
A risk model with varying premiums: its risk management implications. Zbl 1308.91089
Li, Shu; Landriault, David; Lemieux, Christiane
1
2015
Extensions of Atanassov’s methods for Halton sequences. Zbl 1294.11128
Faure, Henri; Lemieux, Christiane; Wang, Xiaoheng
1
2012
Combination of general antithetic transformations and control variables. Zbl 1082.65002
Ben-Ameur, Hatem; L’Ecuyer, Pierre; Lemieux, Christiane
1
2004
On the use of quasi-Monte Carlo methods in computational finance. Zbl 0982.68712
Lemieux, Christiane; L’Ecuyer, Pierre
1
2001
A comparison of Monte Carlo, lattice rules and other low-discrepancy point sets. Zbl 0941.65028
Lemieux, Christiane; L’Ecuyer, Pierre
1
2000
Convex risk functionals: representation and applications. Zbl 1431.91340
Liu, Fangda; Cai, Jun; Lemieux, Christiane; Wang, Ruodu
2
2020
Importance sampling and stratification for copula models. Zbl 1405.65005
Arbenz, Philipp; Cambou, Mathieu; Hofert, Marius; Lemieux, Christiane; Taniguchi, Yoshihiro
2
2018
Quasi-random numbers for copula models. Zbl 06737713
Cambou, Mathieu; Hofert, Marius; Lemieux, Christiane
3
2017
Optimal reinsurance from the perspectives of both an insurer and a reinsurer. Zbl 1390.91167
Cai, Jun; Lemieux, Christiane; Liu, Fangda
18
2016
Irreducible Sobol’ sequences in prime power bases. Zbl 1347.11059
Faure, Henri; Lemieux, Christiane
1
2016
A risk model with varying premiums: its risk management implications. Zbl 1308.91089
Li, Shu; Landriault, David; Lemieux, Christiane
1
2015
Optimal reinsurance with regulatory initial capital and default risk. Zbl 1304.91094
Cai, Jun; Lemieux, Christiane; Liu, Fangda
10
2014
A variant of Atanassov’s method for \((t, s)\)-sequences and \((t, \mathbf{e}, s)\)-sequences. Zbl 1298.11075
Faure, Henri; Lemieux, Christiane
7
2014
Improvements on the star discrepancy of \((t,s)\)-sequences. Zbl 1270.11077
Faure, Henri; Lemieux, Christiane
5
2012
An adaptive premium policy with a Bayesian motivation in the classical risk model. Zbl 1284.91246
Landriault, David; Lemieux, Christiane; Willmot, Gordon E.
3
2012
Extensions of Atanassov’s methods for Halton sequences. Zbl 1294.11128
Faure, Henri; Lemieux, Christiane; Wang, Xiaoheng
1
2012
Improved Halton sequences and discrepancy bounds. Zbl 1208.65007
Faure, Henri; Lemieux, Christiane
2
2010
Monte Carlo and quasi-Monte Carlo sampling. Zbl 1269.65001
Lemieux, Christiane
55
2009
Generalized Halton sequences in 2008: a comparative study. Zbl 1288.65003
Faure, Henri; Lemieux, Christiane
7
2009
New perspectives on \((0,s)\)-sequences. Zbl 1228.11124
Lemieux, Christiane; Faure, Henri
3
2009
Searching for extensible Korobov rules. Zbl 1178.11053
Gill, Hardeep S.; Lemieux, Christiane
4
2007
Exact sampling with highly uniform point sets. Zbl 1138.62004
Lemieux, Christiane; Sidorsky, Paul
3
2006
Control variates for quasi-Monte Carlo (with comments and rejoinder). Zbl 1100.65006
Hickernell, Fred J.; Lemieux, Christiane; Owen, Art B.
12
2005
Combination of general antithetic transformations and control variables. Zbl 1082.65002
Ben-Ameur, Hatem; L’Ecuyer, Pierre; Lemieux, Christiane
1
2004
Randomized polynomial lattice rules for multivariate integration and simulation. Zbl 1071.11049
Lemieux, Christiane; L’Écuyer, Pierre
14
2003
Quasi-regression and the relative importance of the ANOVA components of a function. Zbl 0994.62061
Lemieux, Christiane; Owen, Art B.
8
2002
On selection criteria for lattice rules and other quasi-Monte Carlo point sets. Zbl 0981.65007
Lemieux, Christiane; L’Ecuyer, Pierre
8
2001
On the use of quasi-Monte Carlo methods in computational finance. Zbl 0982.68712
Lemieux, Christiane; L’Ecuyer, Pierre
1
2001
Variance reduction via lattice rules. Zbl 1232.65008
L’Ecuyer, Pierre; Lemieux, Christiane
28
2000
Extensible lattice sequences for quasi-Monte Carlo quadrature. Zbl 0974.65004
Hickernell, Fred J.; Hong, Hee Sun; L’Écuyer, Pierre; Lemieux, Christiane
19
2000
A comparison of Monte Carlo, lattice rules and other low-discrepancy point sets. Zbl 0941.65028
Lemieux, Christiane; L’Ecuyer, Pierre
1
2000
all top 5

Cited by 288 Authors

13 Pillichshammer, Friedrich
12 Kritzer, Peter
12 Lemieux, Christiane
10 Dick, Josef
9 Hickernell, Fred J.
8 L’Ecuyer, Pierre
7 Owen, Art B.
6 Kuo, Frances Y.
5 Cai, Jun
5 Niederreiter, Harald
5 Sloan, Ian Hugh
4 Faure, Henri
4 Goda, Takashi
4 Römisch, Werner
4 Wang, Ruodu
3 Baldeaux, Jan
3 Dingeç, Kemal Dinçer
3 Entacher, Karl
3 Harase, Shin
3 Hofer, Roswitha
3 Hofert, Marius
3 Hörmann, Wolfgang
3 Jiménez Rugama, Lluís Antoni
3 Leovey, Hernan
3 Van Nieuwenhuyse, Inneke
3 Wang, Xiaoqun
3 Waterhouse, Benjamin J.
2 Arbenz, Philipp
2 Asimit, Alexandru V.
2 Boonen, Tim J.
2 Cambou, Mathieu
2 Cheung, Ka Chun
2 Chopin, Nicolas
2 Cools, Ronald
2 Eskandari Chechaglou, Asghar
2 Fathi Vajargah, Behrouz
2 Gilquin, Laurent
2 Heitsch, Holger
2 Herrmann, Klaus
2 Hu, Junlei
2 Jalali, Hamed
2 Jiang, Wenjun
2 Koivu, Matti
2 Liu, Fangda
2 Liu, Haiyan
2 Lo, Ambrose
2 McGree, James M.
2 Nuyens, Dirk
2 Pennanen, Teemu
2 Ren, Jiandong
2 Rojas-Gonzalez, Sebastian
2 Schell, Thomas
2 Sinescu, Vasile
2 Tan, Ken Seng
2 Uhl, Andreas
2 Wand, Matthew P.
2 Wang, Xiaodi
2 Wei, Yunran
2 Wen, Yuzhen
2 Yin, Chuancun
2 Zhuang, Sheng Chao
1 Albrecher, Hansjörg
1 Andras, Peter
1 Arnaud, Elise
1 Baker, Ruth Elizabeth
1 Balbás, Alejandro
1 Balbás, Beatriz
1 Balbás, Raquel
1 Ballester-Ripoll, Rafael
1 Başoğlu, İsmail
1 Basu, Kinjal
1 Bäuerle, Nicole
1 Bayousef, Manal
1 Bayraksan, Güzin
1 Bednařík, Dušan
1 Beentjes, Casper H. L.
1 Berge, I. J. M. Ten
1 Blanco, Stéphane
1 Briol, François-Xavier
1 Brown, Lawrence David
1 Cai, Tony Tony
1 Cani, Arian
1 Carroll, Raymond James
1 Cecere, Silvia
1 Ceci, Claudia
1 Charon, Julien
1 Chen, Lv
1 Chen, Su
1 Chen, Xueping
1 Chi, Yichun
1 Chong, Wing Fung
1 Coeurjolly, David
1 Colaneri, Katia
1 Dauchet, Jérémi
1 De Boeck, Paul
1 de Laet, Tinne
1 De Raedt, Luc
1 Delsing, G. A.
1 Deng, Wei
1 Denœux, Thierry
...and 188 more Authors
all top 5

Cited in 75 Serials

19 Journal of Complexity
16 Insurance Mathematics & Economics
10 Journal of Computational and Applied Mathematics
8 Mathematics and Computers in Simulation
7 ASTIN Bulletin
5 Mathematics of Computation
4 The Annals of Statistics
4 Monatshefte für Mathematik
4 Finite Fields and their Applications
4 Scandinavian Actuarial Journal
3 SIAM Journal on Numerical Analysis
3 Constructive Approximation
3 European Journal of Operational Research
3 Computational Statistics and Data Analysis
3 Mathematical Programming. Series A. Series B
3 Monte Carlo Methods and Applications
3 Electronic Journal of Statistics
3 Statistics and Computing
2 Computing
2 Functiones et Approximatio. Commentarii Mathematici
2 Numerische Mathematik
2 Statistical Science
2 Numerical Algorithms
2 Computational Statistics
2 Communications in Statistics. Simulation and Computation
2 Journal of Statistical Computation and Simulation
2 Computational Optimization and Applications
2 Journal of Function Spaces
1 Bulletin of the Australian Mathematical Society
1 Computer Physics Communications
1 Journal of Computational Physics
1 Mathematical Biosciences
1 Physica A
1 Bulletin of Mathematical Biology
1 Acta Arithmetica
1 BIT
1 International Journal for Numerical Methods in Engineering
1 Journal of Econometrics
1 Journal of Mathematical Economics
1 Journal of Statistical Planning and Inference
1 Statistics & Probability Letters
1 ACM Transactions on Graphics
1 Computers & Operations Research
1 International Journal of Approximate Reasoning
1 Mathematical and Computer Modelling
1 Annals of Operations Research
1 Machine Learning
1 Journal of Global Optimization
1 Indagationes Mathematicae. New Series
1 Journal de Théorie des Nombres de Bordeaux
1 Bernoulli
1 Finance and Stochastics
1 International Journal of Theoretical and Applied Finance
1 Journal of Applied Statistics
1 Methodology and Computing in Applied Probability
1 Optimization and Engineering
1 The ANZIAM Journal
1 Quantitative Finance
1 Foundations of Computational Mathematics
1 Statistical Modelling
1 Comptes Rendus. Mathématique. Académie des Sciences, Paris
1 Journal of Applied Mathematics and Computing
1 Multiscale Modeling & Simulation
1 North American Actuarial Journal
1 Computational Management Science
1 Statistical Methods and Applications
1 Journal of Industrial and Management Optimization
1 AStA. Advances in Statistical Analysis
1 Mathematical Geosciences
1 SIAM Journal on Financial Mathematics
1 European Actuarial Journal
1 Information and Inference
1 SIAM/ASA Journal on Uncertainty Quantification
1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys
1 Journal de la Société Française de Statistique & Revue de Statistique Appliquée

Citations by Year