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Henrik Hult

Identifiers

  • name variant Henrik Hult 0.60 · backfill

Papers (12)

  1. Exact and efficient simulation of tail probabilities of heavy-tailed infinite series math.PR · 2016 · author #1
  2. Min-max representations of viscosity solutions of Hamilton-Jacobi equations and applications in rare-event simulation math.AP · 2014 · author #2
  3. A simple time-consistent model for the forward density process q-fin.PR · 2013 · author #1
  4. Markov chain Monte Carlo for computing rare-event probabilities for a heavy-tailed random walk math.PR · 2012 · author #2
  5. Large deviations for weighted empirical measures arising in importance sampling math.PR · 2012 · author #1
  6. Efficient calculation of risk measures by importance sampling -- the heavy tailed case math.PR · 2009 · author #1
  7. On importance sampling with mixtures for random walks with heavy tails math.PR · 2009 · author #1
  8. Large deviations for point processes based on stationary sequences with heavy tails math.PR · 2009 · author #1
  9. Ruin probabilities under general investments and heavy-tailed claims q-fin.RM · 2008 · author #1
  10. Extremal behavior of stochastic integrals driven by regularly varying L\'{e}vy processes math.PR · 2007 · author #1
  11. Tail probabilities for infinite series of regularly varying random vectors math.PR · 2007 · author #1
  12. Functional large deviations for multivariate regularly varying random walks math.PR · 2006 · author #1

Mentions

  • 1406.3605 #2 · backfill · confidence 0.70 Henrik Hult
  • 1301.4869 #1 · backfill · confidence 0.70 Henrik Hult
  • 1211.2207 #2 · backfill · confidence 0.70 Henrik Hult
  • 1210.2251 #1 · backfill · confidence 0.70 Henrik Hult
  • 0909.3335 #1 · backfill · confidence 0.70 Henrik Hult
  • 0909.3333 #1 · backfill · confidence 0.70 Henrik Hult
  • 0908.2913 #1 · backfill · confidence 0.70 Henrik Hult
  • 0809.4372 #1 · backfill · confidence 0.70 Henrik Hult

Frequent Coauthors