Importance sampling techniques for the multidimensional ruin problem
Research output: Contribution to journal › Conference article › Research › peer-review
| Original 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. |
| Number of pages | 4 |
| Publication status | Published - 1999 |
| Externally published | Yes |
ID: 32221487