"Importance sampling approximations to various probabilities of ruin of ..."

Riccardo Gatto (2014)

> Home

Details and statistics

DOI: 10.1016/J.AMC.2014.05.077

access: closed

type: Journal Article

metadata version: 2020-02-21

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/amc/Gatto14
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/amc/Gatto14
Riccardo Gatto:
Importance sampling approximations to various probabilities of ruin of spectrally negative Lévy risk processes. Appl. Math. Comput. 243: 91-104 (2014)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.