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Bucklew, James Antonio [Author]

Introduction to rare event simulation

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New York; Berlin; Heidelberg [u.a.]: Springer, 2004

Published in: Springer series in statistics
Rubino, Gerardo [Editor]; Tuffin, Bruno [Other]; Tuffin, Bruno [Editor]

Rare event simulation using Monte Carlo methods

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Chichester: Wiley, c2009
Glasserman, Paul [Other]

Multilevel splitting for estimating rare event probabilities

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Almaden [u.a.]: IBM, 1996

Published in: Thomas J. Watson Research Center: Research report / RC ; 20478
Leitão, Jorge C. [Author] ; Kantz, Holger [Degree supervisor]; Ketzmerick, Roland [Degree supervisor]; Tél, Tamás [Degree supervisor] Technische Universität Dresden

Importance sampling of rare events in chaotic systems

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Dresden, 2016
Schwarz, Claudia [Author]

Investor fears and risk premia for rare events

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Frankfurt am Main: Deutsche Bundesbank, 2014

Published in: Deutsche Bundesbank: Discussion paper ; 2014003
Falk, Michael [Author]; Hüsler, Jürg [Author]; Reiss, Rolf-Dieter [Author]

Laws of small numbers: extremes and rare events - [3., rev. and extended ed.]

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Basel [u.a.]: Birkhäuser, 2011
Falk, Michael [Author]; Hüsler, Jürg [Author]; Reiss, Rolf-Dieter [Author]

Laws of small numbers: extremes and rare events - [2., rev. and extended ed.]

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Basel; Berlin [u.a.]: Birkhäuser, 2004
Falk, Michael [Author] ; Hüsler, Jürg [Other]; Reiss, Rolf-Dieter [Other]

Laws of small numbers : extremes and rare events

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Basel; Berlin [u.a.]: Birkhäuser, 1994

Published in: Deutsche Mathematiker-Vereinigung: DMV-Seminar ; 23
Kalašnikov, Vladimir V. [Editor] ; International Conference Probabilistic Analysis of Rare Events: Theory and Problems of Safety, Insurance and Ruin 1999 Jūrmala

Proceedings of the International Conference Probabilistic Analysis of Rare Events: Theory and Problems of Safety, Insurance and Ruin : RareEvents '99; June 28 - July 3, 1999 Jurmala, Latvia

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Riga: Riga Aviation Univ., 1999
Stenz, Hartmut Jacob [Author] ; Breitung, Jörg [Degree supervisor]; Dyckerhoff, Rainer [Degree supervisor] Hochschule des Bundes für Öffentliche Verwaltung

Topics in the statistical analysis of rare events and high-dimensional data sets

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Brühl/Rheinland: Hochschule des Bundes für Öffentliche Verwaltung, 2023

Published in: Schriftenreihe … ; 64
Morio, Jérôme [Author]; Balesdent, Mathieu [Author]

Estimation of rare event probabilities in complex aerospace and other systems : a practical approach

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Amsterdam; Boston; Cambridge; Heidelberg; London; New York; Oxford; Paris; San Diego; San Francisco: Elsevier, Woodhead Publishing, [2016]

Published in: Woodhead Publishing reviews mechanical engineering ; 720
Ager, Derek V. [Author]; Ager, Derek V. [Author]

The new catastrophism : the importance of the rare event in geological history - [1. paperback ed.]

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Cambridge: Cambridge University Press, 1995
Lamers, Eugen [Author]

Contributions to simulation speed-up : rare event simulation and short-term dynamic simulation for mobile network planning - [1. Aufl.]

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Wiesbaden: Vieweg + Teubner in GWV Fachverlage GmbH, 2008

Published in: Advanced Studies Mobile Research Center Bremen
Leitão, Jorge C. [Author] ; Kantz, Holger [Degree supervisor]; Ketzmerick, Roland [Other]; Tél, Tamás [Other]

Importance Sampling of Rare Events in Chaotic Systems

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https://d-nb.info/1114067997/34

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Dresden: Saechsische Landesbibliothek- Staats- und Universitaetsbibliothek Dresden; Dresden: Technische Universität Dresden, 2016
Yao, Haixiang [Author]; Zhang, Weixuan [Author]; Zhang, Hanwen [Author]

Inequality, Rare Events Shock, and Macroprudential Policy

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https://ssrn.com/abstract=4518084

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[S.l.]: SSRN, [2023]
Lelièvre, Tony [Author] ; Hennenfent, Guillaume [Other]; Ehrlacher, Virginie [Other]; Mula Hernandez, Olga [Other]; Nobile, Fabio [Other]; Taddei, Tommaso [Other]; Lombardi, Damiano [Other]

How to compute transition times?

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[Erscheinungsort nicht ermittelbar]: Centre International de Rencontres Mathématiques (CIRM), 2021

Published in: CEMRACS 2021: Data Assimilation and Model Reduction in High Dimensional Problems ; (Jan. 2021) -
Hunt, Erin Cottle [Author]; Caliendo, Frank [Author]

Social security safety net with rare event risk

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https://www.cambridge.org/core/services/aop-cambridge-core/content/view/31DAED47A5291E7046BDB4623604BCF1/S1365100523000135a.pdf/social-security-safety-net-with-rare-event-risk.pdf

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2024

Published in: Macroeconomic dynamics ; 28(2024), 2 vom: März, Seite 495-515
Ahn, Dohyun [Author]; Zheng, Lewen [Author]

Efficient Simulation of Polyhedral Expectations with Applications to Finance

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[S.l.]: SSRN, [2023]
Lahiri, Kajal [Author]; Cheng, Yang [Author]

ROC and PRC approaches to evaluate recession forecasts

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https://www.cesifo.org/DocDL/cesifo1_wp10449.pdf

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Munich, Germany: CESifo, May 2023

Published in: CESifo GmbH: CESifo working papers ; 10449
Lahiri, Kajal [Author]; Yang, Cheng [Author]

ROC and PRC Approaches to Evaluate Recession Forecasts

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[S.l.]: SSRN, [2023]

Published in: CESifo Working Paper ; No. 10449

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