December 01, 2009 conference-paper A general framework of importance sampling for value-at-risk and conditional value-at-risk Winter Simulation Conference DOI: 10.1109/wsc.2009.5429348 OpenAlex Authors 0 Author list not loaded yet. Cited by 1 stored of 4 Search Sort Most cited Newest Oldest Patent citations Title Any typearticle review book-chapter conference-paper preprint dissertation book dataset other Any fieldAgricultural and Biological Sciences Arts and Humanities Biochemistry, Genetics and Molecular Biology Business, Management and Accounting Chemical Engineering Chemistry Computer Science Decision Sciences Dentistry Earth and Planetary Sciences Economics, Econometrics and Finance Energy Engineering Environmental Science Health Professions Immunology and Microbiology Materials Science Mathematics Medicine Neuroscience Nursing Pharmacology, Toxicology and Pharmaceutics Physics and Astronomy Psychology Social Sciences Veterinary Open access State-dependent importance sampling for estimating expectations of functionals of sums of independent random variables 2023 Statistics and Computing article Mathematics Markov Chains and Monte Carlo Methods Open access 7 citations 1 result References 0