On a simple quasi-Monte Carlo approach for classical ultimate ruin probabilities (Q931177): Difference between revisions

@@ Property / author @@
+Claude Lefèvre
@@ Property / author: Claude Lefèvre / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+MersenneTwister
@@ Property / describes a project that uses: MersenneTwister / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2007.10.008
+Normal rank
@@ Property / OpenAlex ID @@
+W2145501447
@@ Property / OpenAlex ID: W2145501447 / rank @@
+Normal rank
@@ Property / cites work @@
+Risk theory with a nonlinear dividend barrier
@@ Property / cites work: Risk theory with a nonlinear dividend barrier / rank @@
+Normal rank
@@ Property / cites work @@
+Simulation of ruin probabilities for risk processes of Markovian type
+Normal rank
@@ Property / cites work @@
+Q5709053
@@ Property / cites work: Q5709053 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3773148
@@ Property / cites work: Q3773148 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4215355
@@ Property / cites work: Q4215355 / rank @@
+Normal rank
@@ Property / cites work @@
+Some applications of the fast Fourier transform algorithm in insurance mathematics This paper is dedicated to Professor W. S. Jewell on the occasion of his 60th birthday
+Normal rank
@@ Property / cites work @@
+Discrépance de suites associées à un système de numération (en dimension s)
+Normal rank
@@ Property / cites work @@
+Q3868650
@@ Property / cites work: Q3868650 / rank @@
+Normal rank
@@ Property / cites work @@
+On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals
+Normal rank
@@ Property / cites work @@
+Q4315010
@@ Property / cites work: Q4315010 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4767350
@@ Property / cites work: Q4767350 / rank @@
+Normal rank
@@ Property / cites work @@
+Mersenne twister
@@ Property / cites work: Mersenne twister / rank @@
+Normal rank
@@ Property / cites work @@
+Point sets and sequences with small discrepancy
@@ Property / cites work: Point sets and sequences with small discrepancy / rank @@
+Normal rank
@@ Property / cites work @@
+Q4003879
@@ Property / cites work: Q4003879 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4230625
@@ Property / cites work: Q4230625 / rank @@
+Normal rank
@@ Property / cites work @@
+Ruin theory with risk proportional to the free reserve and securitization
+Normal rank
@@ Property / cites work @@
+On the distribution of points in a cube and the approximate evaluation of integrals
+Normal rank
@@ Property / cites work @@
+Applications to risk theory of a Monte Carlo multiple integration method.
+Normal rank