On the generalization of the hazard rate twisting-based simulation approach

Ben Rached, N, Benkhelifa, F, Kammoun, A et al. (2 more authors) (2018) On the generalization of the hazard rate twisting-based simulation approach. Statistics and Computing, 28 (1). pp. 61-75. ISSN 0960-3174



  • Ben Rached, N
  • Benkhelifa, F
  • Kammoun, A
  • Alouini, M-S
  • Tempone, R
Copyright, Publisher and Additional Information: © Springer Science+Business Media New York 2016. This is an author produced version of article published in Statistics and Computing. Uploaded in accordance with the publisher's self-archiving policy.
Keywords: Naive Monte Carlo; Rare events; Importance sampling; Hazard rate twisting; Logarithmic efficient; Twisting parameter
  • Accepted: 2 November 2016
  • Published (online): 16 November 2016
  • Published: January 2018
Institution: The University of Leeds
Academic Units: The University of Leeds > Faculty of Engineering & Physical Sciences (Leeds) > School of Mathematics (Leeds) > Statistics (Leeds)
Depositing User: Symplectic Publications
Date Deposited: 30 Mar 2023 10:47
Last Modified: 30 Mar 2023 10:47
Published Version: http://dx.doi.org/10.1007/s11222-016-9716-4
Status: Published
Publisher: Springer
Identification Number: https://doi.org/10.1007/s11222-016-9716-4