Improving the Asmussen–Kroese-Type Simulation Estimators (Q4903051)
From MaRDI portal
scientific article; zbMATH DE number 6127053
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improving the Asmussen–Kroese-Type Simulation Estimators |
scientific article; zbMATH DE number 6127053 |
Statements
Improving the Asmussen–Kroese-Type Simulation Estimators (English)
0 references
19 January 2013
0 references
heavy-tailed random variable
0 references
rare event
0 references
efficient Monte Carlo estimation
0 references
variance reduction
0 references
conditioning
0 references
stratification
0 references
control variate
0 references
stop-loss transform
0 references
