Christiane Lemieux
Christiane Lemieux
Statistics and Actuarial Science, University of Waterloo
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Cited by
Cited by
Recent advances in randomized quasi-Monte Carlo methods
P L’Ecuyer, C Lemieux
Modeling uncertainty: An examination of stochastic theory, methods, and …, 2002
Variance reduction via lattice rules
P L'Ecuyer, C Lemieux
Management Science 46 (9), 1214-1235, 2000
Extensible lattice sequences for quasi-Monte Carlo quadrature
FJ Hickernell, HS Hong, P L'Écuyer, C Lemieux
SIAM Journal on Scientific Computing 22 (3), 1117-1138, 2000
Generalized Halton sequences in 2008: A comparative study
H Faure, C Lemieux
ACM Transactions on Modeling and Computer Simulation (TOMACS) 19 (4), 1-31, 2009
Quasi-Monte Carlo simulation of the light environment of plants
M Cieslak, C Lemieux, J Hanan, P Prusinkiewicz
Functional Plant Biology 35 (10), 837-849, 2008
Control variates for quasi-Monte Carlo
FJ Hickernell, C Lemieux, AB Owen
Acceleration of the multiple-try Metropolis algorithm using antithetic and stratified sampling
RV Craiu, C Lemieux
Statistics and computing 17, 109-120, 2007
Optimal reinsurance from the perspectives of both an insurer and a reinsurer
J Cai, C Lemieux, F Liu
ASTIN Bulletin: The Journal of the IAA 46 (3), 815-849, 2016
Randomized polynomial lattice rules for multivariate integration and simulation
C Lemieux, P L'Ecuyer
SIAM Journal on Scientific Computing 24 (5), 1768-1789, 2003
Quasi-regression and the relative importance of the ANOVA components of a function
C Lemieux, AB Owen
Monte Carlo and Quasi-Monte Carlo Methods 2000: Proceedings of a Conference …, 2002
Optimal reinsurance with regulatory initial capital and default risk
J Cai, C Lemieux, F Liu
Insurance: Mathematics and Economics 57, 13-24, 2014
On selection criteria for lattice rules and other quasi-Monte Carlo point sets
C Lemieux, P L’Ecuyer
Mathematics and Computers in Simulation 55 (1-3), 139-148, 2001
Efficiency improvement by lattice rules for pricing Asian options
C Lemieux, P L'Ecuyer
1998 Winter Simulation Conference. Proceedings (Cat. No. 98CH36274) 1, 579-585, 1998
Fast simulation of equity-linked life insurance contracts with a surrender option
C Bernard, C Lemieux
2008 Winter Simulation Conference, 444-452, 2008
On the use of quasi-Monte Carlo methods in computational finance
C Lemieux, P L’Ecuyer
Computational Science—ICCS 2001: International Conference San Francisco, CA …, 2001
Lattice particle filters
D Ormoneit, C Lemieux, DJ Fleet
arXiv preprint arXiv:1301.2298, 2013
Randomized quasi-Monte Carlo: A tool for improving the efficiency of simulations in finance
C Lemieux
Proceedings of the 2004 Winter Simulation Conference, 2004. 2, 1565-1573, 2004
A study of variance reduction techniques for American option pricing
C Lemieux, J La
Proceedings of the Winter Simulation Conference, 2005., 8 pp., 2005
Quasi-Monte Carlo via linear shift-register sequences
P L'Ecuyer, C Lemieux
Proceedings of the 31st conference on Winter simulation: Simulation---a …, 1999
Convex risk functionals: Representation and applications
F Liu, J Cai, C Lemieux, R Wang
Insurance: Mathematics and Economics 90, 66-79, 2020
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