On a simple quasi-Monte Carlo approach for classical ultimate ruin probabilities (Q931177)
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scientific article; zbMATH DE number 5292531
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a simple quasi-Monte Carlo approach for classical ultimate ruin probabilities |
scientific article; zbMATH DE number 5292531 |
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On a simple quasi-Monte Carlo approach for classical ultimate ruin probabilities (English)
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25 June 2008
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risk theory
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compound Poisson model
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ultimate ruin probability
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numerical integration
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quasi-Monte Carlo methods
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low-discrepancy sequences
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Monte Carlo simulation
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