A class of risk processes with reserve-dependent premium rate: sample path large deviations and importance sampling (Q877786): Difference between revisions

@@ Property / cites work @@
+Ruin probabilities via local adjustment coefficients
+Normal rank
@@ Property / cites work @@
+Large deviation rate calculations for nonlinear detectors in Gaussian noise
+Normal rank
@@ Property / cites work @@
+Introduction to rare event simulation.
@@ Property / cites work: Introduction to rare event simulation. / rank @@
+Normal rank
@@ Property / cites work @@
+Large deviations and rare events in the study of stochastic algorithms
+Normal rank
@@ Property / cites work @@
+Q4391441
@@ Property / cites work: Q4391441 / rank @@
+Normal rank
@@ Property / cites work @@
+A large deviation estimate for ruin probabilities
@@ Property / cites work: A large deviation estimate for ruin probabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Q3969647
@@ Property / cites work: Q3969647 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3672830
@@ Property / cites work: Q3672830 / rank @@
+Normal rank
@@ Property / cites work @@
+Sample path large deviations principles for Poisson shot noise processes, and applications
+Normal rank
@@ Property / cites work @@
+Importance Sampling for Stochastic Simulations
@@ Property / cites work: Importance Sampling for Stochastic Simulations / rank @@
+Normal rank
@@ Property / cites work @@
+Explosive Poisson shot noise processes with applications to risk reserves
+Normal rank
@@ Property / cites work @@
+Delay in claim settlement and ruin probability approximations
+Normal rank
@@ Property / cites work @@
+Simulating level-crossing probabilities by importance sampling
+Normal rank
@@ Property / cites work @@
+Asymptotic results for perturbed risk processes with delayed claims
+Normal rank
@@ Property / cites work @@
+Lundberg parameters for non standard risk processes
+Normal rank
@@ Property / cites work @@
+Q2778807
@@ Property / cites work: Q2778807 / rank @@
+Normal rank
@@ Property / cites work @@
+IBNR models with random delay distributions
@@ Property / cites work: IBNR models with random delay distributions / rank @@
+Normal rank
@@ Property / cites work @@
+Q3996259
@@ Property / cites work: Q3996259 / rank @@
+Normal rank
@@ Property / cites work @@
+On Monte Carlo estimation of large deviations probabilities
+Normal rank
@@ Property / cites work @@
+Importance sampling in the Monte Carlo study of sequential tests
+Normal rank
@@ Property / cites work @@
+Simulating the ruin probability of risk processes with delay in claim settlement
+Normal rank
@@ Property / cites work @@
+Ruin probabilities allowing for delay in claims settlement
+Normal rank