Pages that link to "Item:Q1872411"
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The following pages link to Importance sampling techniques for the multidimensional ruin problem for general Markov additive sequences of random vectors (Q1872411):
Displaying 19 items.
- Importance sampling approximations to various probabilities of ruin of spectrally negative Lévy risk processes (Q279859) (← links)
- Efficient rare-event simulation for perpetuities (Q449227) (← links)
- A sequential Monte Carlo approach to computing tail probabilities in stochastic models (Q657700) (← links)
- Asymptotic analysis of risk quantities conditional on ruin for multidimensional heavy-tailed random walks (Q743132) (← links)
- Rare event simulation for processes generated via stochastic fixed point equations (Q744388) (← links)
- Random recurrence equations and ruin in a Markov-dependent stochastic economic environment (Q835065) (← links)
- Dynamic importance sampling for uniformly recurrent Markov chains (Q1774208) (← links)
- Importance sampling for maxima on trees (Q2132531) (← links)
- Minimization of a class of rare event probabilities and buffered probabilities of exceedance (Q2241133) (← links)
- Optimal control and dependence modeling of insurance portfolios with Lévy dynamics (Q2276249) (← links)
- Recursive methods for a multi-dimensional risk process with common shocks (Q2427815) (← links)
- Efficient importance sampling for Monte Carlo evaluation of exceedance probabilities (Q2455052) (← links)
- Asymptotic multivariate finite-time ruin probability with statistically dependent heavy-tailed claims (Q2516394) (← links)
- Large deviations and fast simulation in the presence of boundaries. (Q2574516) (← links)
- Efficient importance sampling in ruin problems for multidimensional regularly varying random walks (Q3578666) (← links)
- The stationary tail asymptotics in the GI/G/1-type queue with countably many background states (Q4664090) (← links)
- On asymptotically efficient simulation of large deviation probabilities (Q5694157) (← links)
- Ruin problems of multidimensional risk models under constant interest rates and dependent risks with heavy tails (Q6534696) (← links)
- Rare-event simulation for neural network and random forest predictors (Q6638920) (← links)
