Importance Sampling for Sums of Lognormal Distributions with Applications to Operational Risk (Q3625360)

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Importance Sampling for Sums of Lognormal Distributions with Applications to Operational Risk
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    Importance Sampling for Sums of Lognormal Distributions with Applications to Operational Risk (English)
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    12 May 2009
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    compound distributions
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    cross-entropy
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    defensive mixtures
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    importance sampling
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    tail probability
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