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dc.contributor.author
Kritzer, Peter
dc.contributor.author
Leobacher, Gunther
dc.contributor.author
Szölgyenyi, Michaela
dc.contributor.author
Thonhauser, Stefan
dc.date.accessioned
2018-02-08T10:11:22Z
dc.date.available
2018-01-25T09:11:54Z
dc.date.available
2018-02-08T10:11:22Z
dc.date.issued
2017-12
dc.identifier.uri
http://hdl.handle.net/20.500.11850/234182
dc.language.iso
en
en_US
dc.publisher
Seminar for Applied Mathematics, ETH Zurich
en_US
dc.subject
Risk theory
en_US
dc.subject
Piecewise deterministic Markov process
en_US
dc.subject
Quasi-Monte Carlo methods
en_US
dc.subject
Phase-type approximations
en_US
dc.subject
Dividend maximisation
en_US
dc.title
Approximation methods for piecewise deterministic Markov processes and their costs
en_US
dc.type
Report
ethz.journal.title
SAM Research Report
ethz.journal.volume
2017-58
en_US
ethz.size
30 p.
en_US
ethz.publication.place
Zurich
en_US
ethz.publication.status
published
en_US
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02501 - Seminar für Angewandte Mathematik / Seminar for Applied Mathematics::03951 - Jentzen, Arnulf / Jentzen, Arnulf
en_US
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02501 - Seminar für Angewandte Mathematik / Seminar for Applied Mathematics::03951 - Jentzen, Arnulf / Jentzen, Arnulf
en_US
ethz.identifier.url
https://www.math.ethz.ch/sam/research/reports.html?id=754
ethz.date.deposited
2018-01-25T09:11:55Z
ethz.source
FORM
ethz.eth
yes
en_US
ethz.availability
Metadata only
en_US
ethz.rosetta.installDate
2018-02-08T10:11:23Z
ethz.rosetta.lastUpdated
2018-11-06T08:17:34Z
ethz.rosetta.versionExported
true
ethz.COinS
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