On asymptotically efficient simulation of ruin probabilities in a Markovian environment

Research output: Contribution to journal › Article › Scientific › peer-review

Original language	English
Journal	Scandinavian Actuarial Journal
Pages (from-to)	60-75
ISSN	0346-1238
Publication status	Published - 1992
MoE publication type	A1 Journal article-refereed

Fields of Science

@article{25f6875d993a4e49a4c97d6586d689b8,

title = "On asymptotically efficient simulation of ruin probabilities in a Markovian environment",

keywords = "111 Mathematics",

author = "Harri Nyrhinen and T Lehtonen",

year = "1992",

language = "English",

pages = "60--75",

journal = "Scandinavian Actuarial Journal",

issn = "0346-1238",

publisher = "Taylor and Francis Ltd.",

}