Efficient simulation of tail probabilities for sums of log-elliptical risks (Q1946192): Difference between revisions
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Latest revision as of 23:00, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient simulation of tail probabilities for sums of log-elliptical risks |
scientific article |
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Efficient simulation of tail probabilities for sums of log-elliptical risks (English)
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18 April 2013
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Asmussen-Kroese estimator
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Rojas-Nandayapa estimator
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log-elliptical distribution
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log-Gaussian distribution
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asymptotically vanishing relative error
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