Rare event simulation in models with heavy-tailed random variables

N.K. Boots

    Research output: PhD ThesisPhD Thesis - Research VU Amsterdam, graduation VU Amsterdam

    Original languageUndefined/Unknown
    QualificationPhD
    Awarding Institution
    • Vrije Universiteit Amsterdam
    Supervisors/Advisors
    • Tijms, H.C., Supervisor
    • Ridder, Ad, Co-supervisor
    Award date5 Feb 2002
    Place of PublicationAmsterdam
    Publisher
    Publication statusPublished - 2002

    Bibliographical note

    Naam instelling promotie: Vrije Universiteit
    Naam instelling onderzoek: Vrije Universiteit

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