Importance sampling techniques for the multidimensional ruin problem for general Markov additive sequences of random vectors.
Research output: Contribution to journal › Journal article › Research › peer-review
Documents
- IS-aap1.pdf
Final published version, 3.4 MB, PDF document
Udgivelsesdato: February
Original language | English |
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Journal | Annals of Applied Probability |
Volume | 12 |
Issue number | 1 |
Pages (from-to) | 382-421 |
Number of pages | 40 |
ISSN | 1050-5164 |
Publication status | Published - 2002 |
Externally published | Yes |
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ID: 14093161