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Simulation methods in ruin models with nonlinear dividend barriers. - MaRDI portal

Simulation methods in ruin models with nonlinear dividend barriers. (Q1873021)

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scientific article; zbMATH DE number 1912331
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English
Simulation methods in ruin models with nonlinear dividend barriers.
scientific article; zbMATH DE number 1912331

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    Simulation methods in ruin models with nonlinear dividend barriers. (English)
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    19 May 2003
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    Collective risk model
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    Dividend barrier strategies
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    QMC methods
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