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Q3651856 - MaRDI portal

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scientific article

    Statements

    author
    Alin V. Roşca
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    publication date
    16 December 2009
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    zbMATH Keywords
    generalized risk process
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    Monte Carlo method
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    quasi-Monte Carlo method
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    logarithmic dividend barrier
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    survival probability
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    expected discounted dividend payments
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    65C05
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    91G60
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    zbMATH DE Number
    5649050
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