A new robust importance sampling method for measuring VaR and ES allocations for credit portfolios Kjersti Aas Trond Reitan Publication details Event: 3rd European Risk Conference: Risk and Accounting", London" Year: 2009 Kjersti Aas Research Director SAMBA You are here: Home Publications Vitenskapelig foredrag A new robust importance sampling method for measuring VaR and ES allocations for credit portfolios