Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference22 articles.
1. Conjugate processes and the simulation of ruin problems;Asmussen;Stochastic Processes and their Application,1985
2. Ruin porbabilities via local adjustment coefficients;Asmussen;Journals of Applied Probability,1995
3. Virtual customers in sensitivity and light trafic analysis via campbell’s formula for point processes;Baccelli;Advances in Applied Probability,1993
4. Bratley, P., Fox, B., Schrage, L., 1987. A Guide to Simulation, 2nd ed. Springer, New York.
5. Brémaud, P., Vázquez-Abad, F., 1992. On the pathwise computation of derivatives with respect to the rate of a point process: the phantom RPA method. Queueing Systems 10, 249–270.
Cited by
5 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