Moderate deviation principles for importance sampling estimators of risk measures (Q4684867)
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scientific article; zbMATH DE number 6943574
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moderate deviation principles for importance sampling estimators of risk measures |
scientific article; zbMATH DE number 6943574 |
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Moderate deviation principles for importance sampling estimators of risk measures (English)
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26 September 2018
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large deviation
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moderate deviation
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risk measure
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empirical process
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asymptotics
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importance sampling
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Monte Carlo
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