Importance sampling techniques for the multidimensional ruin problem

Research output: Contribution to journalConference articleResearchpeer-review

Standard

Importance sampling techniques for the multidimensional ruin problem. / Collamore, Jeffrey F.

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. , 1999.

Research output: Contribution to journalConference articleResearchpeer-review

Harvard

Collamore, JF 1999, 'Importance sampling techniques for the multidimensional ruin problem', 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. .

APA

Collamore, J. F. (1999). Importance sampling techniques for the multidimensional ruin problem. 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.

Vancouver

Collamore JF. Importance sampling techniques for the multidimensional ruin problem. 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. . 1999.

Author

Collamore, Jeffrey F. / Importance sampling techniques for the multidimensional ruin problem. 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. . 1999.

Bibtex

@inproceedings{c94d3814a8bb4203a4878cc3674a9fcf,
title = "Importance sampling techniques for the multidimensional ruin problem",
author = "Collamore, {Jeffrey F.}",
year = "1999",
language = "English",
journal = "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. ",

}

RIS

TY - GEN

T1 - Importance sampling techniques for the multidimensional ruin problem

AU - Collamore, Jeffrey F.

PY - 1999

Y1 - 1999

M3 - Conference article

JO - 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.

JF - 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.

ER -

ID: 32221487