Jeffrey F. Collamore
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
ORCID: 0000-0001-6372-8152
1 - 1 out of 1Page size: 10
- 1999
Importance sampling techniques for the multidimensional ruin problem
Collamore, Jeffrey F., 1999, In: Probabilistic analysis of rare events: theory and problems of safety, insurance, and ruin. V. V. Kalashnikov and A. M. Andronov, editors. Jurmala, Latvia, June 1999. . 4 p.Research output: Contribution to journal › Conference article › Research › peer-review
ID: 7871
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Importance sampling techniques for the multidimensional ruin problem for general Markov additive sequences of random vectors.
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Large deviation tail estimates and related limit laws for stochastic fixed point equations
Research output: Chapter in Book/Report/Conference proceeding › Article in proceedings › Research › peer-review
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