Efficient simulation of tail probabilities for sums of log-elliptical risks
| Data(s) |
2013
|
|---|---|
| Identificador |
http://serval.unil.ch/?id=serval:BIB_365632A11557 isbn:0377-0427 (Print) doi:10.1016/j.cam.2012.11.025 http://my.unil.ch/serval/document/BIB_365632A11557.pdf http://nbn-resolving.org/urn/resolver.pl?urn=urn:nbn:ch:serval-BIB_365632A115576 |
| Idioma(s) |
en |
| Direitos |
info:eu-repo/semantics/openAccess |
| Fonte |
Journal of Computational and Applied Mathematics, vol. 247, pp. 53-67 |
| Tipo |
info:eu-repo/semantics/article article |
