Simulating Ruin Probabilities for a Class of Semimartingales by Importance Sampling Methods (Q4455901)
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scientific article; zbMATH DE number 2059346
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| English | Simulating Ruin Probabilities for a Class of Semimartingales by Importance Sampling Methods |
scientific article; zbMATH DE number 2059346 |
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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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0.8036224246025085
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0.7956223487854004
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0.785896360874176
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0.7839844226837158
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