Usábel Rodrigo, Miguel Arturo2023-06-212023-06-2119972255-5471https://hdl.handle.net/20.500.14352/64129The 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 approximations of a special case of multiple integral frequently used in risle theory. The variance reduction achieved compared to straight simulation and some specific properties malee this approach interesting when approximating ruin probabilities.engAtribución-NoComercial-CompartirIgual 3.0 Españahttps://creativecommons.org/licenses/by-nc-sa/3.0/es/technical reporthttps://economicasyempresariales.ucm.es/working-papers-cceeopen accessProcesos estocásticosRiesgoModelos matemáticos.Procesos estocásticosTeoría de la decisión1208.08 Procesos Estocásticos1209.04 Teoría y Proceso de decisión