Numerical computation of risk functionals in PDMP risk models

DOI10.1007/978-3-031-59762-6_10MaRDI QIDQ7012118zbMATH OpenFDO

Authors Lea Enzi, Stefan Thonhauser

Publication date 17 March 2025

Full work available at URL https://doi.org/10.1007/978-3-031-59762-6_10

zbMATH Keywords

quantizationruin theoryQMC integration

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Mathematical economics (91B99)

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