Risk theory with a nonlinear dividend barrier
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Publication:699811
DOI10.1007/S00607-001-1447-4zbMath1076.91521OpenAlexW1495157494MaRDI QIDQ699811
Hansjoerg Albrecher, Reinhold Kainhofer
Publication date: 25 September 2002
Published in: Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00607-001-1447-4
survival probabilitystochastic simulationClassical risk processdividend barrier strategiesQuasi-Monte Carlo techniques
Applications of statistics to actuarial sciences and financial mathematics (62P05) Monte Carlo methods (65C05)
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