2024-03-28T15:30:34Z
https://oai.zbmath.org/v1/
oai:zbmath.org:1455539
2001-03-28T22:00:00Z
60
62
65
Yu.V.Kozachenko (Kyïv)
Asmussen, Søren; Binswanger, Klemens; Højgaard, Bjarne
2000
1455539
English
International Statistical Institute (ISI), Voorburg; Bernoulli Society for Mathematical Statistics and Probability, Voorburg
https://zbmath.org/01455539
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Bernoulli 6, No. 2, 303-322 (2000).
65C50; 60F10; 65C05; 65C60; 62G30; 60G50
Rare events simulation for heavy-tailed distributions
j