Simulation methods in ruin models with nonlinear dividend barriers. (Q1873021): Difference between revisions

@@ Property / author @@
-Hansjoerg Albrecher
@@ Property / author: Hansjoerg Albrecher / rank @@
-Normal rank
@@ Property / author @@
-Robert F. Tichy
@@ Property / author: Robert F. Tichy / rank @@
-Normal rank
@@ Property / author @@
+Hansjoerg Albrecher
@@ Property / author: Hansjoerg Albrecher / rank @@
+Normal rank
@@ Property / author @@
+Robert F. Tichy
@@ Property / author: Robert F. Tichy / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / cites work @@
+Q5609896
@@ Property / cites work: Q5609896 / rank @@
+Normal rank
@@ Property / cites work @@
+The dilemma between dividends and safety and a generalization of the Lundberg-Cramér formulas
+Normal rank
@@ Property / cites work @@
+Optimal choice of dividend barriers for a risk process with stochastic return on investments
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+Q4404211
@@ Property / cites work: Q4404211 / rank @@
+Normal rank
@@ Property / cites work @@
+On the probability of ruin in the presence of a linear dividend barrier
+Normal rank
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+Q5690618
@@ Property / cites work: Q5690618 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3562648
@@ Property / cites work: Q3562648 / 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 @@
+Sequences, discrepancies and applications
@@ Property / cites work: Sequences, discrepancies and applications / rank @@
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+On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals
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+Discrépances de suites associées à un système de numération (en dimension un)
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+Implementation and tests of low-discrepancy sequences
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+Quasi-Monte Carlo Methods for Numerical Integration: Comparison of Different Low Discrepancy Sequences
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