Monte Carlo estimation of the density of the sum of dependent random variables. - Patrick J. Laub; Robert Salomone; Zdravko I. Botev (Math. Comput. Simul., 2019)

Orthogonal polynomial expansions to evaluate stop-loss premiums. - Pierre-Olivier Goffard; Patrick J. Laub (J. Comput. Appl. Math., 2020)

Exact simulation of extrinsic stress-release processes. - Young Lee 003; Patrick J. Laub; Thomas Taimre; Hongbiao Zhao; Jiancang Zhuang (J. Appl. Probab., 2022)

Distributional Refinement Network: Distributional Forecasting via Deep Learning. - Benjamin Avanzi; Eric Dong; Patrick J. Laub; Bernard Wong 002 (CoRR, 2024)