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

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Abstract

Udgivelsesdato: February

Original language	English
Journal	Annals of Applied Probability
Volume	12
Issue number	1
Pages (from-to)	382-421
Number of pages	40
ISSN	1050-5164
Publication status	Published - 2002
Externally published	Yes

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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 -