On the efficiency of the Asmussen-Kroese-estimator and its application to stop-loss transforms (Q2655599): Difference between revisions

@@ Property / author @@
-Dominik Kortschak
@@ Property / author: Dominik Kortschak / rank @@
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+Dominik Kortschak
@@ Property / author: Dominik Kortschak / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1007/s11857-009-0088-0
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+W2019623327
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@@ Property / cites work @@
+QMC techniques for CAT bond pricing *
@@ Property / cites work: QMC techniques for CAT bond pricing * / rank @@
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+Applied Probability and Queues
@@ Property / cites work: Applied Probability and Queues / rank @@
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+Rare events simulation for heavy-tailed distributions
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+Improved algorithms for rare event simulation with heavy tails
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+Asymptotics of sums of lognormal random variables with Gaussian copula
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+The tail behaviour of a random sum of subexponential random variables and vectors
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+Q4343010
@@ Property / cites work: Q4343010 / rank @@
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@@ Property / cites work @@
+On Interchanging Limits and Integrals
@@ Property / cites work: On Interchanging Limits and Integrals / rank @@
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@@ Property / cites work @@
+Q5482007
@@ Property / cites work: Q5482007 / rank @@
+Normal rank
@@ Property / cites work @@
+Importance sampling in the Monte Carlo study of sequential tests
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@@ links / mardi / name / links / mardi / name @@
+Publication:2655599