RPA pathwise derivative estimation of ruin probabilities
Year of publication: |
2000
|
---|---|
Authors: | Vázquez-Abad, Felisa J. |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 26.2000, 2-3, p. 269-288
|
Saved in:
Saved in favorites
Similar items by person
-
Sensitivity estimation for Gaussian systems
Heidergott, Bernd, (2008)
-
Gradient-based simulation optimization under probability constraints
Andrieu, Laetitia, (2011)
-
Cobweb Theorems with production lags and price forecasting
Dufresne, Daniel, (2012)
- More ...