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- W1536406370 abstract "Computation of extreme quantiles and tail-based risk measures using standard Monte Carlo simulation can be inefficient. A method to speed up computations is provided by importance sampling. We show ..." @default.
- W1536406370 created "2016-06-24" @default.
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- W1536406370 date "2009-09-17" @default.
- W1536406370 modified "2023-09-27" @default.
- W1536406370 title "Efficient calculation of risk measures by importance sampling -- the heavy tailed case" @default.
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