SIMULATION OF A MULTI RISK COLLECTIVE MODEL
- 1 January 1980
- book chapter
- Published by Elsevier
Abstract
No abstract availableThis publication has 7 references indexed in Scilit:
- Compound Poisson processes, as modified by Ornstein-Uhlenbeck processesScandinavian Actuarial Journal, 1975
- Asymptotic distributions for the Ornstein-Uhlenbeck processJournal of Applied Probability, 1975
- Comments on Harald Bohman's paperScandinavian Actuarial Journal, 1974
- On the use of simulation techniqueScandinavian Actuarial Journal, 1974
- The numerical calculation ofU(w, t), the probability of non-ruin in an interval (0,t)Scandinavian Actuarial Journal, 1974
- Numerical evaluation of ruin probabilities for a finite periodASTIN Bulletin, 1973
- Computer methods for sampling from the exponential and normal distributionsCommunications of the ACM, 1972