Applications to risk theory of a Monte Carlo multiple integration method.

DOI10.1016/S0167-6687(98)00026-2zbMath1115.62357OpenAlexW1974993397WikidataQ128109188 ScholiaQ128109188MaRDI QIDQ1276460

Miguel A. Usábel

Publication date: 27 January 1999

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-6687(98)00026-2

Mathematics Subject Classification ID

Related Items (6)

Using extended Monte Carlo simulation method for the improvement of risk management: consideration of relationships between uncertainties ⋮ A note on the Taylor series expansions for multivariate characteristics of classical risk processes ⋮ On a simple quasi-Monte Carlo approach for classical ultimate ruin probabilities ⋮ An adaptive Monte Carlo integration algorithm with general division approach ⋮ Hierarchical Bayesian collective risk model: an application to health insurance ⋮ Comparison of descriptive statistics for multidimensional point sets

Cites Work

• Recursive calculation of finite-time ruin probabilities
• A note on the Taylor series expansions for multivariate characteristics of classical risk processes
• Quasi-Monte Carlo methods and pseudo-random numbers
• Numerical Evaluation of Multiple Integrals
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Applications to risk theory of a Monte Carlo multiple integration method.