Bounded Relative Error Importance Sampling and Rare Event Simulation
| Year of publication: |
2010
|
|---|---|
| Authors: | MCLEISH, Don L. |
| Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 4192011. - Vol. 40.2010, 1 (31.5.), p. 377-399
|