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

30 Citationer (Scopus)

1230 Downloads (Pure)

Abstract

Udgivelsesdato: February

Originalsprog	Engelsk
Tidsskrift	Annals of Applied Probability
Vol/bind	12
Udgave nummer	1
Sider (fra-til)	382-421
Antal sider	40
ISSN	1050-5164
Status	Udgivet - 2002
Udgivet eksternt	Ja

@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",

}

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

SN - 1050-5164

VL - 12

SP - 382

EP - 421

JO - Annals of Applied Probability

JF - Annals of Applied Probability

IS - 1

ER -