Importance sampling techniques for the multidimensional ruin problem

Publikation: Bidrag til tidsskriftKonferenceartikelForskningfagfællebedømt

OriginalsprogEngelsk
TidsskriftProbabilistic analysis of rare events: theory and problems of safety, insurance, and ruin. V. V. Kalashnikov and A. M. Andronov, editors. Jurmala, Latvia, June 1999.
Antal sider4
StatusUdgivet - 1999
Eksternt udgivetJa

ID: 32221487