"Efficient rare event simulation for heavy-tailed compound sums."

Jose H. Blanchet, Chenxin Li (2011)

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DOI: 10.1145/1899396.1899397

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type: Journal Article

metadata version: 2018-11-06

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Jose H. Blanchet, Chenxin Li:
Efficient rare event simulation for heavy-tailed compound sums. ACM Trans. Model. Comput. Simul. 21(2): 9:1-9:23 (2011)

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