Simulating level-crossing probabilities by importance sampling (Q4024521): Difference between revisions
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Revision as of 03:18, 6 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulating level-crossing probabilities by importance sampling |
scientific article |
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Simulating level-crossing probabilities by importance sampling (English)
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4 February 1993
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large deviations
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ruin risk probability
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optimal simulation distribution
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level-crossing probability
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Monte Carlo simulation
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importance sampling
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