Simulation of ruin probabilities for risk processes of Markovian type

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	111-127
Journal	Monte Carlo methods and applications
Volume	8
Issue number	2
Publication status	Published - 2002

Cite this

@article{aea5bc209b3f44aa9112d12713c092d8,

title = "Simulation of ruin probabilities for risk processes of Markovian type",

author = "Hansj{\"o}rg Albrecher and Josef Kantor",

year = "2002",

language = "English",

volume = "8",

pages = "111--127",

journal = "Monte Carlo methods and applications",

publisher = "de Gruyter",

number = "2",

}