Efficient simulation of finite horizon problems in queueing and insurance risk (Q2465683)
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scientific article; zbMATH DE number 5223786
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| English | Efficient simulation of finite horizon problems in queueing and insurance risk |
scientific article; zbMATH DE number 5223786 |
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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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0.7810218334197998
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0.7790092825889587
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0.77836012840271
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0.7782027721405029
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0.7729756832122803
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