SIMULATING LEVEL CROSSING PROBABILITIES BY IMPORTANCE SAMPLING FOR NON-DECREASING COMPOUND POISSON PROCESSES WITH BOUNDED JUMPS AND A NEGATIVE DRIFT
| Year of publication: |
2001
|
|---|---|
| Authors: | Macci, Claudio |
| Published in: |
Statistics & Decisions. - OLDENBOURG WISSENSCHAFTSVERLAG, ISSN 2196-7040, ZDB-ID 2630803-4. - Vol. 19.2001, 2, p. 191-202
|
| Publisher: |
OLDENBOURG WISSENSCHAFTSVERLAG |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | research-article |
| Language: | English |
| Other identifiers: | 10.1524/strm.2001.19.2.191 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10014622152