Pages that link to "Item:Q1063341"
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The following pages link to Conjugate processes and the simulation of ruin problems (Q1063341):
Displaying 28 items.
- Saddlepoint approximations to the probability of ruin in finite time for the compound Poisson risk process perturbed by diffusion (Q267897) (← links)
- Importance sampling approximations to various probabilities of ruin of spectrally negative Lévy risk processes (Q279859) (← links)
- A risk model with renewal shot-noise Cox process (Q896743) (← links)
- The heavy traffic limit of a class of Markovian queueing models (Q1095501) (← links)
- Simulation methods of queues: An overview (Q1116204) (← links)
- Non-Poissonian claims' arrivals and calculation of the probability of ruin (Q1265923) (← links)
- Rare events in queueing systems -- A survey (Q1324094) (← links)
- Counterexamples in importance sampling for large deviations probabilities (Q1371002) (← links)
- RPA pathwise derivative estimation of ruin probabilities (Q1584521) (← links)
- Smoothed Monte Carlo estimators for the time-in-the-red in risk processes (Q1762682) (← links)
- Dynamic importance sampling for uniformly recurrent Markov chains (Q1774208) (← links)
- On Monte Carlo estimation of large deviations probabilities (Q1814744) (← links)
- Four approaches to compute the probability of ruin in the compound Poisson risk process with diffusion (Q1931039) (← links)
- Cramér-Lundberg approximation for nonlinearly perturbed risk processes (Q1974044) (← links)
- Rare event simulation for a slotted time M/G/s model (Q2269504) (← links)
- A logarithmic efficient estimator of the probability of ruin with recuperation for spectrally negative Lévy risk processes (Q2344885) (← links)
- Ruin by dynamic contagion claims (Q2444709) (← links)
- Efficient simulation of finite horizon problems in queueing and insurance risk (Q2465683) (← links)
- Simulating the ruin probability of risk processes with delay in claim settlement (Q2485774) (← links)
- Simulating level crossing probabilities by importance sampling for non-decreasing compound Poisson processes with bounded jumps and a negative drift (Q2743919) (← links)
- Finding the conjugate of Markov fluid processes (Q2805330) (← links)
- A Bootstrap Test for the Probability of Ruin in the Compound Poisson Risk Process (Q3569713) (← links)
- Risk theory in a Markovian environment (Q4734642) (← links)
- Rare-Event Simulation for Many-Server Queues (Q5247615) (← links)
- On A Surplus Process Under A Periodic Environment (Q5715977) (← links)
- On A Surplus Process Under A Periodic Environment (Q5715998) (← links)
- On the cumulant transforms for Hawkes processes (Q6159627) (← links)
- Rare-event simulation for neural network and random forest predictors (Q6638920) (← links)
