Importance Sampling for Sums of Lognormal Distributions with Applications to Operational Risk (Q3625360)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Importance Sampling for Sums of Lognormal Distributions with Applications to Operational Risk |
scientific article |
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Importance Sampling for Sums of Lognormal Distributions with Applications to Operational Risk (English)
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12 May 2009
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compound distributions
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cross-entropy
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defensive mixtures
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importance sampling
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tail probability
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