Efficient Simulation Techniques for a Generalized Ruin Model

Hansjörg Albrecher, Reinhold Kainhofer, Robert Tichy

Research output: Contribution to journalArticleResearchpeer-review

Original languageEnglish
Pages (from-to)79-110
JournalGrazer mathematische Berichte
Volume245
Publication statusPublished - 2002

Cite this

Efficient Simulation Techniques for a Generalized Ruin Model. / Albrecher, Hansjörg; Kainhofer, Reinhold; Tichy, Robert.

In: Grazer mathematische Berichte, Vol. 245, 2002, p. 79-110.

Research output: Contribution to journalArticleResearchpeer-review

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