2 results
Efficient importance sampling in ruin problems for multidimensional regularly varying random walks
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- Journal:
- Journal of Applied Probability / Volume 47 / Issue 2 / June 2010
- Published online by Cambridge University Press:
- 14 July 2016, pp. 301-322
- Print publication:
- June 2010
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State-dependent importance sampling for regularly varying random walks
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- Journal:
- Advances in Applied Probability / Volume 40 / Issue 4 / December 2008
- Published online by Cambridge University Press:
- 01 July 2016, pp. 1104-1128
- Print publication:
- December 2008
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