Importance sampling techniques for the multidimensional ruin problem

Jeffrey F. Collamore

Importance sampling techniques for the multidimensional ruin problem

Originalsprog	Engelsk
Tidsskrift	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.
Antal sider	4
Status	Udgivet - 1999
Udgivet eksternt	Ja

Citationsformater

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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. ",

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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 -