Probabilistic Bounded Relative Error Property for Learning Rare Event Simulation Techniques

A.A.N. Ridder, B. Tuffin

Research output: Working paperProfessional

Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Number of pages21
Publication statusPublished - 2012

Publication series

NameTI Discussion Papers
No.12-103/III

Cite this

Ridder, A. A. N., & Tuffin, B. (2012). Probabilistic Bounded Relative Error Property for Learning Rare Event Simulation Techniques. (TI Discussion Papers; No. 12-103/III). Amsterdam: Tinbergen Institute.
Ridder, A.A.N. ; Tuffin, B. / Probabilistic Bounded Relative Error Property for Learning Rare Event Simulation Techniques. Amsterdam : Tinbergen Institute, 2012. (TI Discussion Papers; 12-103/III).
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year = "2012",
language = "English",
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Ridder, AAN & Tuffin, B 2012 'Probabilistic Bounded Relative Error Property for Learning Rare Event Simulation Techniques' TI Discussion Papers, no. 12-103/III, Tinbergen Institute, Amsterdam.

Probabilistic Bounded Relative Error Property for Learning Rare Event Simulation Techniques. / Ridder, A.A.N.; Tuffin, B.

Amsterdam : Tinbergen Institute, 2012. (TI Discussion Papers; No. 12-103/III).

Research output: Working paperProfessional

TY - UNPB

T1 - Probabilistic Bounded Relative Error Property for Learning Rare Event Simulation Techniques

AU - Ridder, A.A.N.

AU - Tuffin, B.

PY - 2012

Y1 - 2012

M3 - Working paper

T3 - TI Discussion Papers

BT - Probabilistic Bounded Relative Error Property for Learning Rare Event Simulation Techniques

PB - Tinbergen Institute

CY - Amsterdam

ER -

Ridder AAN, Tuffin B. Probabilistic Bounded Relative Error Property for Learning Rare Event Simulation Techniques. Amsterdam: Tinbergen Institute. 2012. (TI Discussion Papers; 12-103/III).