On Asymptotically Efficient Simulation of Ruin Probabilities in a Markovian Environment

T. Lehtonen, H. Nyrhinen

Research output: Contribution to journalArticleScientificpeer-review

30 Citations (Scopus)
Original languageEnglish
JournalSCANDINAVIAN ACTUARIAL JOURNAL
Issue number1
Publication statusPublished - 1992
MoE publication typeA1 Journal article-refereed

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