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scientific article
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scientific article

    Statements

    author
    Claudio Macci
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    publication date
    17 September 2001
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    zbMATH Keywords
    compound Poisson process
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    importance sampling
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    large deviations
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    level crossing probabilities
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    Monte Carlo simulation
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    Identifiers

    Mathematics Subject Classification ID
    65C50
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    65C05
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    60F10
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    60J99
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    zbMATH DE Number
    1647693
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