Rare-event probability estimation with conditional Monte Carlo (Q666350)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Rare-event probability estimation with conditional Monte Carlo |
scientific article; zbMATH DE number 6012982
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Rare-event probability estimation with conditional Monte Carlo |
scientific article; zbMATH DE number 6012982 |
Statements
Rare-event probability estimation with conditional Monte Carlo (English)
0 references
8 March 2012
0 references
bounded relative error
0 references
conditional Monte Carlo
0 references
cross-entropy
0 references
screening
0 references
bottlenecks
0 references
degeneracy
0 references
heavy-tailed distribution
0 references
rare event
0 references
subexponential distribution
0 references
normal copula
0 references
\(t\)-copula
0 references
credit risks
0 references
0 references
0 references
0 references
0 references
0.8050988912582397
0 references
0.7993395924568176
0 references
0.7931716442108154
0 references
0.7854762673377991
0 references
0.7830187082290649
0 references
