A Review of Conditional Rare Event Simulation for Tail Probabilities of Heavy Tailed Random Variables
Document title: A Review of Conditional Rare Event Simulation for Tail Probabilities of Heavy Tailed Random Variables
Journal: Boletín de la Sociedad Matemática Mexicana
Database: PERIÓDICA
System number: 000368831
ISSN: 0037-8615
Authors: 1
Institutions: 1University of Queensland, School of Mathematics and Physics, Brisbane, Queensland. Australia
Year:
Season: Oct
Volumen: 19
Number: 2
Pages: 159-182
Country: México
Language: Inglés
Document type: Artículo
Approach: Analítico, descriptivo
Disciplines: Matemáticas
Keyword: Matemáticas aplicadas,
Probabilidad de colas,
Simulación de eventos raros,
Colas pesadas
Keyword: Mathematics,
Applied mathematics,
Tail probability,
Rare-event simulation,
Heavy tails
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