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Importance sampling for the simulation of reinsurance losse:
, In:
Proceedings of the 2013 Winter Simulation Conference: Simulation: Making Decisions in a Complex World
,
Hofmann, Georg
- p. 1025-1034 , 2013
Link:
https://dl.acm.org/doi/10.5555/2675983.2676113
RT T1
Proceedings of the 2013 Winter Simulation Conference: Simulation: Making Decisions in a Complex World
: T1
Importance sampling for the simulation of reinsurance losses
UL https://suche.suub.uni-bremen.de/peid=acm-2676113&Exemplar=1&LAN=DE A1 Hofmann, Georg PB IEEE Press YR 2013 K1 Mathematics of computing K1 Probability and statistics K1 Probabilistic reasoning algorithms K1 Markov-chain Monte Carlo methods SP 1025 OP 1034 LK http://dx.doi.org/https://dl.acm.org/doi/10.5555/2675983.2676113 DO https://dl.acm.org/doi/10.5555/2675983.2676113 SF ELIB - SuUB Bremen
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