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Importance Sampling Techniques for the Multidimensional Ruin Problem for General Markov Additive Sequences of Random Vectors
Authors: Collamore, J.F.
Citation: Collamore, J.f, Importance Sampling Techniques for the Multidimensional Ruin Problem for General Markov Additive Sequences of Random Vectors, Annals of applied probability , 12(1), 2002, pp. 382-421
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