SZodixStudyAcademic Library

Dashboard Shelves Open access My library Inbox Notes Write Learn Alerts

More

Ask your library Notifications Quick cite Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Chapter 11 Rare-Event Simulation Techniques: An Introduction and Recent Advances · Study

ChapterShelves

ChapterChapter 11 Rare-Event Simulation Techniques: An Introduction and Recent Advances

Sucheta Juneja2006

Chapter2006

Chapter 11 Rare-Event Simulation Techniques: An Introduction and Recent Advances

Sucheta Juneja · Perwez Shahabuddin

180 citations·0/0 files stored·Handbooks in operations research and management science

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Simulation Techniques and Applications Probability and Risk Models Markov Chains and Monte Carlo Methods

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 180 citations exist upstream.

References

1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*2003Monte Carlo Methods in Financial Engineering 1994Modelling of extremal events in insurance and finance 1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates 1987Applied Probability and Queues 2003Applied Probability and Queues 1998Stochastic Approximation Algorithms and Applications 1997Optimization of computer simulation models with rare events

Cited by

2008Portfolio Credit Risk with Extremal Dependence: Asymptotic Analysis and Efficient Simulation 2008Efficient rare-event simulation for the maximum of heavy-tailed random walks 2010Asymptotic robustness of estimators in rare-event simulation 2014A survey of rare event simulation methods for static input–output models 2011State-dependent importance sampling for rare-event simulation: An overview and recent advances 2008State-dependent importance sampling for regularly varying random walks

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2011State-dependent importance sampling for rare-event simulation: An overview and recent advancesarticle · 13 shared references 1995Fast simulation of packet loss rates in a shared buffer communications switcharticle · 8 shared references 2006Improved algorithms for rare event simulation with heavy tailsarticle · 6 shared references 2010Asymptotic robustness of estimators in rare-event simulationarticle · 6 shared references 2001Techniques for fast simulation of models of highly dependable systemsarticle · 6 shared references 1998A large deviations perspective on the efficiency of multilevel splittingarticle · 6 shared references

Details

Year2006

Typechapter

Published2006-01-01

VenueHandbooks in operations research and management science

ISSN-L0927-0507

Languageen

Citations180

Files0 public / 0

ShelfSimulation Techniques and Applications

Identifiers

doi10.1016/s0927-0507(06)13011-x

openalex_workW1580385316

Links

Imported from OpenAlex (CC0) — nothing here is generated.

2009Efficient simulation of tail probabilities of sums of correlated lognormals

2009Importance sampling for Jackson networks