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scientific article; zbMATH DE number 1773831
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scientific article; zbMATH DE number 1773831

    Statements

    publication date
    30 July 2002
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    zbMATH Keywords
    control variates
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    Monte Carlo
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    rare events
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    reliability
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    value at risk
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    variance reduction
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    importance sampling
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    Identifiers

    DOI
    10.2307/2669533
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    Mathematics Subject Classification ID
    65C05
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    62D05
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    62J10
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    65C60
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    zbMATH DE Number
    1773831
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