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

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On a simple quasi-Monte Carlo approach for classical ultimate ruin probabilities
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    On a simple quasi-Monte Carlo approach for classical ultimate ruin probabilities (English)
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    25 June 2008
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    risk theory
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    compound Poisson model
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    ultimate ruin probability
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    numerical integration
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    quasi-Monte Carlo methods
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    low-discrepancy sequences
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    Monte Carlo simulation
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