Importance sampling techniques for the multidimensional ruin problem for general Markov additive sequences of random vectors.

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  • IS-aap1.pdf

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Udgivelsesdato: February
Original languageEnglish
JournalAnnals of Applied Probability
Issue number1
Pages (from-to)382-421
Number of pages40
Publication statusPublished - 2002
Externally publishedYes

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