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 12 items.
- High level quantile approximations of sums of risks (Q906345) (← links)
- Rare events simulation for heavy-tailed distributions (Q1567211) (← links)
- Efficient simulation for dependent rare events with applications to extremes (Q1703036) (← 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)
- 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)
- On the efficiency of the Asmussen-Kroese-estimator and its application to stop-loss transforms (Q2655599) (← links)
- Efficient simulation of large deviation events for sums of random vectors using saddle-point representations (Q2854076) (← links)
- Efficient rare event simulation for heavy-tailed compound sums (Q4635168) (← links)
- Variational approach to rare event simulation using least-squares regression (Q5227583) (← links)
- Asymptotic stochastic dominance rules for sums of i.i.d. random variables (Q5964620) (← links)
