Simulating Ruin Probabilities for a Class of Semimartingales by Importance Sampling Methods
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Publication:4455901
DOI10.1080/03461230110106354zbMath1039.91047OpenAlexW1973688562MaRDI QIDQ4455901
Bo Normann Rasmussen, Jostein Paulsen
Publication date: 16 March 2004
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461230110106354
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