Author:
Hartinger Jürgen,Kortschak Dominik
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Accounting
Reference14 articles.
1. Albrecher H, Hartinger J, Tichy RF (2004) QMC techniques for CAT bond pricing. Monte Carlo Methods Appl 10(3–4):197–211
2. Asmussen S (2000) Ruin probabilities. Advanced Series on Statistical Science & Applied Probability, Vol 2. World Scientific Publishing Co. Inc., River Edge, NJ
3. Asmussen S (2003) Applied probability and queues, 2nd ed. Applications of Mathematics (New York), Vol 51. Springer-Verlag, New York. Stochastic Modelling and Applied Probability
4. Asmussen S, Binswanger K (1997) Simulation of ruin probabilieties for subexponential claims. ASTIN Bull 27(2):297–318
5. Asmussen S, Binswanger K, Højgaard B (2000) Rare events simulation for heavy-tailed distributions. Bernoulli 6(2):303–322
Cited by
13 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献