TY  - RPRT
AU  - Usábel Rodrigo, Miguel Arturo
PY  - 1997
SN  - 2255-5471
UR  - https://hdl.handle.net/20.500.14352/64129
AB  - The evaluation of multiple integrals is a commonly encountered problem in risk theory, specially in ruin probability. Using Monte Carlo simulation we will obtain an unbiased and consistent point estimator, and also confidence intervals as...
LA  - eng
A3  - Facultad de Ciencias Económicas y Empresariales. Decanato
KW  - Procesos estocásticos
KW  - Riesgo
KW  - Modelos matemáticos.
TI  - Applications to risk theory of a Montecarlo multiple integration method
TY  - technical report
VL  - 1997
ER  -