Conjugate processes and the simulation of ruin problems (Q1063341): Difference between revisions

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+Conditioned limit theorems relating a random walk to its associate, with applications to risk reserve processes and the <i>GI/G/</i>1 queue
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+Approximations for the probability of ruin within finite time
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+A Note on the Fundamental Identity of Sequential Analysis
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+Q4167890
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+An introduction to the regenerative method for simulation analysis
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+A class of approximations of ruin probabilities
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+A remark on ‘A class of approximations of ruin probabilities’
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+Q5732992
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+Limit theorems for periodic queues
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+The Stationary Distribution and First Exit Probabilities of a Storage Process with General Release Rule
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+Regenerative simulation of response times in networks of queues
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+Technical Note—Simulating the <i>GI</i>/<i>G</i>/1 Queue in Heavy Traffic
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+On the Ruin Problem of Collective Risk Theory
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+Q3900799
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+The numerical calculation of<i>U</i>(<i>w, t</i>), the probability of non-ruin in an interval (0,<i>t</i>)
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+Importance sampling in the Monte Carlo study of sequential tests
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+Corrected diffusion approximations in certain random walk problems
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+Estimation of ruin probabilities
@@ Property / cites work: Estimation of ruin probabilities / rank @@
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+Q3948486
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+https://doi.org/10.1016/0304-4149(85)90211-x
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+W2147019279
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