Pages that link to "Item:Q2655599"
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The following pages link to On the efficiency of the Asmussen-Kroese-estimator and its application to stop-loss transforms (Q2655599):
Displaying 10 items.
- Quantile based stop-loss transform and its applications (Q257409) (← links)
- New efficient estimators in rare event simulation with heavy tails (Q390439) (← links)
- On the generalization of the hazard rate twisting-based simulation approach (Q1702282) (← links)
- Efficient simulation of finite horizon problems in queueing and insurance risk (Q2465683) (← links)
- Estimating tail probabilities of heavy tailed distributions with asymptotically zero relative error (Q2465684) (← links)
- Error rates and improved algorithms for rare event simulation with heavy Weibull tails (Q2516393) (← links)
- Improving the Asmussen–Kroese-Type Simulation Estimators (Q4903051) (← links)
- Fixed Precision MCMC Estimation by Median of Products of Averages (Q5321751) (← links)
- On higher-degree bivariate stop-loss transforms, with applications (Q5422792) (← links)
- State-dependent importance sampling for estimating expectations of functionals of sums of independent random variables (Q6171770) (← links)
