Simulation methods in ruin models with non-linear dividend barriers
Year of publication: |
2003
|
---|---|
Authors: | Albrecher, Hansjörg ; Kainhofer, Reinhold ; Tichy, Robert F. |
Published in: |
Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 62.2003, 3, p. 277-287
|
Publisher: |
Elsevier |
Subject: | Collective risk model | Dividend barrier strategies | QMC methods |
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