"Simulation methods in ruin models with non-linear dividend barriers."

Hansjörg Albrecher, Reinhold Kainhofer, Robert F. Tichy (2003)

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DOI: 10.1016/S0378-4754(02)00225-2

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type: Journal Article

metadata version: 2024-10-06

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Hansjörg Albrecher, Reinhold Kainhofer, Robert F. Tichy:
Simulation methods in ruin models with non-linear dividend barriers. Math. Comput. Simul. 62(3-6): 277-287 (2003)

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