"Importance sampling for actuarial cost analysis under a heavy traffic model."

Jose H. Blanchet, Henry Lam (2011)

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DOI: 10.1109/WSC.2011.6148073

access: closed

type: Conference or Workshop Paper

metadata version: 2021-06-10

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Jose H. Blanchet, Henry Lam:
Importance sampling for actuarial cost analysis under a heavy traffic model. WSC 2011: 3817-3828

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