Importance sampling techniques for the multidimensional ruin problem

Jeffrey F. Collamore

Importance sampling techniques for the multidimensional ruin problem

Original 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.
Number of pages	4
Publication status	Published - 1999
Externally published	Yes

Cite this

@inproceedings{c94d3814a8bb4203a4878cc3674a9fcf,

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. ",

}

TY - GEN

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 -