Jürgen Hartinger

Available identifiers

Publication	Date of Publication	Type
A risk model with multilayer dividend strategy	2022-01-10	Paper
Authors' reply: ``A risk model with multilayer dividend strategy -- discussion by Cheung; Ramin Okhrati	2022-01-10	Paper
Quasi-Monte Carlo techniques and rare event sampling	2016-04-07	Paper
On the non-optimality of horizontal barrier strategies in the Sparre Andersen model	2012-07-02	Paper
On the efficiency of the Asmussen-Kroese-estimator and its application to stop-loss transforms	2010-01-25	Paper
On exact solutions for dividend strategies of threshold and linear barrier type in a Sparre Andersen model	2009-01-28	Paper
On Corner Avoidance Properties of Random‐Start Halton Sequences	2008-06-19	Paper
Non-uniform low-discrepancy sequence generation and integration of singular integrands	2006-08-28	Paper
On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier	2006-05-24	Paper
On the corner avoidance properties of various low-discrepancy sequences	2006-03-23	Paper
QMC techniques for CAT bond pricing *	2005-03-10	Paper
Quasi-Monte Carlo algorithms for unbounded, weighted integration problems	2004-11-23	Paper
Simulation methods for valuing Asian option prices in a hyperbolic asset price model	2004-09-06	Paper
https://portal.mardi4nfdi.de/entity/Q4440831	2004-03-01	Paper
https://portal.mardi4nfdi.de/entity/Q4425385	2002-01-01	Paper

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