RARE EVENT ANALYSIS AND EFFICIENT SIMULATION FOR A MULTI-DIMENSIONAL RUIN PROBLEM (Q5358115)
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scientific article; zbMATH DE number 6776207
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | RARE EVENT ANALYSIS AND EFFICIENT SIMULATION FOR A MULTI-DIMENSIONAL RUIN PROBLEM |
scientific article; zbMATH DE number 6776207 |
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RARE EVENT ANALYSIS AND EFFICIENT SIMULATION FOR A MULTI-DIMENSIONAL RUIN PROBLEM (English)
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19 September 2017
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large deviations
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importance sampling
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rare-event simulation
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ruin probability
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