Simulating Ruin Probabilities for a Class of Semimartingales by Importance Sampling Methods (Q4455901)
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scientific article; zbMATH DE number 2059346
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulating Ruin Probabilities for a Class of Semimartingales by Importance Sampling Methods |
scientific article; zbMATH DE number 2059346 |
Statements
Simulating Ruin Probabilities for a Class of Semimartingales by Importance Sampling Methods (English)
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16 March 2004
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simulating
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ruin probability
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semi-martingales
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importance sampling methods
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Lévy process
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