Pages that link to "Item:Q390439"
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The following pages link to New efficient estimators in rare event simulation with heavy tails (Q390439):
Displaying 4 items.
- High level quantile approximations of sums of risks (Q906345) (← links)
- Efficient simulation of ruin probabilities when claims are mixtures of heavy and light tails (Q2065463) (← links)
- Fast and accurate computation of the distribution of sums of dependent log-normals (Q2288871) (← links)
- Asymptotic stochastic dominance rules for sums of i.i.d. random variables (Q5964620) (← links)
