Numbertheoretic Simulation in Finance and Insurance

Numbertheoretic Simulation in Finance and Insurance

Robert Tichy (ORCID: 0000-0002-8577-1132)

Wissenschaftsdisziplinen

Mathematik (100%)

Keywords

    Numbertheoretic Simulation Quasi-Monte-Carlo-Methods Mathematical Finance Insurance Mathematics, Insurance Mathematic, Mathematical Finance, Numbertheoretic Simu, Quasi-Monte-Carlo-Me

Forschungsstätte(n)

Research Output

  • 67 Zitationen
  • 4 Publikationen
Publikationen
  • 2000
    Titel Ruin theory with risk proportional to the free reserve and securitization
    DOI 10.1016/s0167-6687(99)00042-6
    Typ Journal Article
    Autor Siegl T
    Journal Insurance: Mathematics and Economics
    Seiten 59-73
  • 1999
    Titel A process with stochastic claim frequency and a linear dividend barrier
    DOI 10.1016/s0167-6687(98)00037-7
    Typ Journal Article
    Autor Siegl T
    Journal Insurance: Mathematics and Economics
    Seiten 51-65
  • 2014
    Titel Sting, Carry and Stock: How Corpse Availability Can Regulate De-Centralized Task Allocation in a Ponerine Ant Colony
    DOI 10.1371/journal.pone.0114611
    Typ Journal Article
    Autor Schmickl T
    Journal PLoS ONE
    Link Publikation
  • 2013
    Titel Time Delay Implies Cost on Task Switching: A Model to Investigate the Efficiency of Task Partitioning
    DOI 10.1007/s11538-013-9851-4
    Typ Journal Article
    Autor Hamann H
    Journal Bulletin of Mathematical Biology
    Seiten 1181-1206