Importance sampling approximations to various probabilities of ruin of spectrally negative Lévy risk processes
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Publication:279859
DOI10.1016/j.amc.2014.05.077zbMath1335.60123OpenAlexW2032973966MaRDI QIDQ279859
Publication date: 29 April 2016
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://boris.unibe.ch/61149/9/Gatto%20Importance%20Sampling.pdf
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Cites Work
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