SIMULATING LEVEL CROSSING PROBABILITIES BY IMPORTANCE SAMPLING FOR NON-DECREASING COMPOUND POISSON PROCESSES WITH BOUNDED JUMPS AND A NEGATIVE DRIFT

Verfasser / Beitragende:
[Claudio Macci]
Ort, Verlag, Jahr:
2001
Enthalten in:
Statistics & Risk Modeling, 19/2(2001-02), 191-202
Format:
Artikel (online)
ID: 378672444