On a simple quasi-Monte Carlo approach for classical ultimate ruin probabilities
type: Item
instance of: scholarly article
title: On a simple quasi-Monte Carlo approach for classical ultimate ruin probabilities
zbMATH Open document ID: 1141.91497
author: I. Coulibaly
author: Claude Lefèvre
published in: Insurance Mathematics \& Economics
publication date: 2008-06-25T00:00:00Z
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 5292531
zbMATH Keywords: risk theory
zbMATH Keywords: compound Poisson model
zbMATH Keywords: ultimate ruin probability
zbMATH Keywords: numerical integration
zbMATH Keywords: quasi-Monte Carlo methods
zbMATH Keywords: low-discrepancy sequences
zbMATH Keywords: Monte Carlo simulation
describes a project that uses: MersenneTwister
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2007.10.008
OpenAlex ID: W2145501447
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DOI: 10.1016/J.INSMATHECO.2007.10.008
description: scientific article; zbMATH DE number 5292531