विधियों की तुलना करें

	इंपोर्टेंस सैंपलिंग	जोखिम पर मूल्य (VaR)
क्षेत्र	अनुकरण	वित्त
परिवार	Process / pipeline	Regression model
उद्भव वर्ष	1951	2007
प्रवर्तक	Herman Kahn & Theodore Harris (RAND Corporation, 1951)	Jorion (textbook benchmark); popularised by RiskMetrics / J.P. Morgan
प्रकार	Monte Carlo variance-reduction technique	Financial risk measure
मौलिक स्रोत	Rubinstein, R.Y. & Kroese, D.P. (2016). Simulation and the Monte Carlo Method (3rd ed.). Wiley.	Jorion, P. (2007). Value at Risk: The New Benchmark for Managing Financial Risk (3rd ed.). McGraw-Hill. ISBN: 978-0071464956
उपनाम	IS, weighted Monte Carlo, Önem Örneklemesi	VaR, value-at-risk, delta-normal VaR, historical simulation VaR
संबंधित	5	5
सारांश	Importance sampling is a Monte Carlo variance-reduction technique that shifts the sampling distribution toward the region of interest — typically a rare or extreme event — so that informative samples are drawn far more often than under the original distribution. Developed at the RAND Corporation by Herman Kahn and Theodore Harris around 1951, it makes tail-probability estimation (such as Value-at-Risk or system-failure probability) tractable where standard Monte Carlo would require an astronomically large number of runs.	Value at Risk is a financial risk measure that estimates the maximum loss a position or portfolio could suffer over a fixed holding period at a given confidence level. It is the standard benchmark in risk management and regulatory capital calculations, developed in the textbook tradition of Jorion (2007) and the Basel market-risk framework.