Smoothed Monte Carlo estimators for the time-in-the-red in risk processes
Year of publication: |
2004
|
---|---|
Authors: | Makatis, G. ; Zazanis, M. A. |
Published in: |
Computational Statistics. - Springer. - Vol. 59.2004, 2, p. 329-342
|
Publisher: |
Springer |
Subject: | Risk theory | de Finetti model | Smoothed Monte Carlo | Variance reduction |
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