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Q3180019 - MaRDI portal

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    Statements

    author
    Chia-Li Wang
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    publication date
    6 January 2017
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    zbMATH Keywords
    ruin probability
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    logarithmic efficiency
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    exponential change of measure
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    importance sampling
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    control variates
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    conditional estimators
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    Identifiers

    Mathematics Subject Classification ID
    60K25
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    60G70
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    60-02
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    65C50
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    zbMATH DE Number
    6671434
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