this work references cited by second hopReferences
- 1997Modelling Extremal Events4,397 cited
- 1987Applied Probability and Queues2,704 cited
- 1989Handbooks in operations research and management science2,388 cited
- 1987Stochastic Simulation2,240 cited
- 2005Quantitative Risk Management: Concepts, Techniques, and Tools2,201 cited
- 2006Quantitative Risk Management: Concepts, Techniques, and Tools1,932 cited
- 2007Stochastic Simulation1,121 cited
- 2004Introduction to Rare Event Simulation517 cited
- 2002Monte Carlo methods in finance459 cited
- 2002Modeling, Measuring and Hedging Operational Risk281 cited
- 2006Chapter 11 Rare-Event Simulation Techniques: An Introduction and Recent Advances180 cited
- 2006Bounds for Functions of Dependent Risks146 cited
- 2006Improved algorithms for rare event simulation with heavy tails140 cited
- 1999Stochastic bounds on sums of dependent risks137 cited
- 2007Loss Distribution Approach in Practice111 cited
- 2008Asymptotics of sums of lognormal random variables with Gaussian copula110 cited
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work