On the estimation of a rare event probability involving IID sums

Pieter-Tjerk de Boer, V.F. Nicola, R. Srinivasan

    Research output: Chapter in Book/Report/Conference proceedingConference contributionAcademicpeer-review

    Original languageUndefined
    Title of host publicationSecond International Workshop on Rare Event Simulation (RESIM'99)
    Place of PublicationEnschede, The Netherlands
    Pages133-138
    Publication statusPublished - 22 Feb 1999

    Keywords

    • METIS-119563

    Cite this