Rare event simulation in models with heavy-tailed random variables

N.K. Boots

Research output: PhD Thesis › PhD-Thesis - Research and graduation internal

Original language	Undefined/Unknown
Qualification	PhD
Awarding Institution	Vrije Universiteit Amsterdam
Supervisors/Advisors	Tijms, H.C., Supervisor Ridder, Ad, Co-supervisor
Award date	5 Feb 2002
Place of Publication	Amsterdam
Publisher	Tinbergen Instituut
Publication status	Published - 2002

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

Persistent URL (handle)

@phdthesis{1b25e44eda8b4d9ba696b97e1cadebb1,

title = "Rare event simulation in models with heavy-tailed random variables",

author = "N.K. Boots",

note = "Naam instelling promotie: Vrije Universiteit Naam instelling onderzoek: Vrije Universiteit",

year = "2002",

language = "Undefined/Unknown",

publisher = "Tinbergen Instituut",

type = "PhD-Thesis - Research and graduation internal",

school = "Vrije Universiteit Amsterdam",

}