Importance Sampling for Sums of Lognormal Distributions with Applications to Operational Risk (Q3625360): Difference between revisions

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+Improved algorithms for rare event simulation with heavy tails
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+Rare events simulation for heavy-tailed distributions
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+HEAVY TAILS, IMPORTANCE SAMPLING AND CROSS–ENTROPY
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+Q4828566
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+Q3059475
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+Bayesian Inference in Econometric Models Using Monte Carlo Integration
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+Q4380355
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+Q5529067
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+Large deviations of heavy-tailed sums with applications in insurance
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+Optimization of computer simulation models with rare events
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+Simulation and the Monte Carlo Method
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+On the optimality and stability of exponential twisting in Monte Carlo estimation
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