Efficient simulation of finite horizon problems in queueing and insurance risk (Q2465683)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient simulation of finite horizon problems in queueing and insurance risk |
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Efficient simulation of finite horizon problems in queueing and insurance risk (English)
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7 January 2008
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Bounded relative error
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Complexity
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Conditional Monte Carlo
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Lévy process
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Regularly varying distribution
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Finite horizon ruin function
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\(M/G/1\) queue
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