Pages that link to "Item:Q4903051"
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The following pages link to Improving the Asmussen–Kroese-Type Simulation Estimators (Q4903051):
Displayed 5 items.
- New efficient estimators in rare event simulation with heavy tails (Q390439) (← links)
- Efficient simulation of ruin probabilities when claims are mixtures of heavy and light tails (Q2065463) (← links)
- Error rates and improved algorithms for rare event simulation with heavy Weibull tails (Q2516393) (← links)
- Simulation Analysis of System Life when Component Lives are Determined by a Marked Point Process (Q5169732) (← links)
- State-dependent importance sampling for estimating expectations of functionals of sums of independent random variables (Q6171770) (← links)