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zbMath0981.65014MaRDI QIDQ2743919

Claudio Macci

Publication date: 17 September 2001

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

importance sampling Monte Carlo simulation large deviations compound Poisson process level crossing probabilities

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Large deviations (60F10) Markov processes (60J99)

Related Items (1)

Simulating the ruin probability of risk processes with delay in claim settlement

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