Applications to risk theory of a Monte Carlo multiple integration method.
type: Item
instance of: scholarly article
title: Applications to risk theory of a Monte Carlo multiple integration method.
zbMATH Open document ID: 1115.62357
DOI: 10.1016/S0167-6687(98)00026-2
author: Miguel A. Usábel
published in: Insurance Mathematics \& Economics
publication date: 1999-01-27T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 1246440
MaRDI profile type: Publication
cites work: Q5609896
cites work: Recursive calculation of finite-time ruin probabilities
cites work: Q4869639
cites work: Numerical Evaluation of Multiple Integrals
cites work: Quasi-Monte Carlo methods and pseudo-random numbers
cites work: Q4003879
cites work: Q3311717
cites work: A note on the Taylor series expansions for multivariate characteristics of classical risk processes
full work available at URL: s0167-6687(98)00026-2
OpenAlex ID: W1974993397
Wikidata QID: Q128109188
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description: scientific article; zbMATH DE number 1246440