Importance Sampling Techniques for the Multidimensional Ruin Problem for General Markov Additive Sequences of Random Vectors

By Jeffrey F. Collamore. 2002

56 citations recorded by the source corpus.

Subfields: Demography, Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/aeef09f50c0abbfd340fbe53cb00e09bd7546d9f

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Demography

1. Paul Dupuis
2. Hui Wang

In Management Science and Operations Research

1. Paul Dupuis
2. Hui Wang

In Statistics and Probability

1. Paul Dupuis
2. Hui Wang

Citations in the corpus

• Importance Sampling, Large Deviations, and Differential Games (2004, background): “The basic idea was subsequently investigated in many contexts, and a small selection of the literally hundreds of papers on the topics is [1, 2, 3, 7, 8, 9, 11, 12, 14, 23, 25, 28, 29, 31, 32, 35].”
• The stationary tail asymptotics in the GI/G/1-type queue with countably many background states (2004, unknown): “[8], [10], [23], and references therein).”