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serval:BIB_365632A11557
Efficient simulation of tail probabilities for sums of log-elliptical risks
10.1016/j.cam.2012.11.025
000316588300004
Kortschak
D.
author
Hashorva
E.
author
article
2013
Journal of Computational and Applied Mathematics
0377-0427
journal
247
53-67
Asmussen-Kroese estimator
Rojas-Nandayapa estimator
Log-elliptical distribution
Log-Gaussian distribution
Asymptotically vanishing relative error
eng
60_published
peer-reviewed
https://serval.unil.ch/notice/serval:BIB_365632A11557
https://serval.unil.ch/resource/serval:BIB_365632A11557.P001/REF.pdf
http://nbn-resolving.org/urn/resolver.pl?urn=urn:nbn:ch:serval-BIB_365632A115576
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