Simulation of ruin probabilities for risk processes of Markovian type

Monte Carlo Methods and Applications

Volumn 8, Issue 2, 2002, Pages 111-127

  Albrecher, Hansjörg ^a   Kantor, Josef ^a  

^a GRAZ UNIVERSITY OF TECHNOLOGY   (Austria)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 4644349118     PISSN: 09299629     EISSN: 15693961     Source Type: Journal    
DOI: 10.1515/mcma.2002.8.2.111     Document Type: Article

References (17)

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