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
Standard
Importance sampling techniques for the multidimensional ruin problem for general Markov additive sequences of random vectors. / Collamore, Jeffrey F.
In: Annals of Applied Probability, Vol. 12, No. 1, 2002, p. 382-421.Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Collamore, JF 2002, 'Importance sampling techniques for the multidimensional ruin problem for general Markov additive sequences of random vectors.', Annals of Applied Probability, vol. 12, no. 1, pp. 382-421.
APA
Collamore, J. F. (2002). Importance sampling techniques for the multidimensional ruin problem for general Markov additive sequences of random vectors. Annals of Applied Probability, 12(1), 382-421.
Vancouver
Collamore JF. Importance sampling techniques for the multidimensional ruin problem for general Markov additive sequences of random vectors. Annals of Applied Probability. 2002;12(1):382-421.
Author
Bibtex
@article{b3202e00960f11de8bc9000ea68e967b,
title = "Importance sampling techniques for the multidimensional ruin problem for general Markov additive sequences of random vectors.",
abstract = "Udgivelsesdato: February",
author = "Collamore, {Jeffrey F.}",
year = "2002",
language = "English",
volume = "12",
pages = "382--421",
journal = "Annals of Applied Probability",
issn = "1050-5164",
publisher = "Institute of Mathematical Statistics",
number = "1",
}
RIS
TY - JOUR
T1 - Importance sampling techniques for the multidimensional ruin problem for general Markov additive sequences of random vectors.
AU - Collamore, Jeffrey F.
PY - 2002
Y1 - 2002
N2 - Udgivelsesdato: February
AB - Udgivelsesdato: February
M3 - Journal article
VL - 12
SP - 382
EP - 421
JO - Annals of Applied Probability
JF - Annals of Applied Probability
SN - 1050-5164
IS - 1
ER -
ID: 14093161