  We survey a QMC approach to integral equations and develop some new
applications to risk modeling. In particular, a rigorous error bound derived
from Koksma-Hlawka type inequalities is achieved for certain expectations
related to the probability of ruin in Markovian models. The method is based on
a new concept of isotropic discrepancy and its applications to numerical
integration. The theoretical results are complemented by numerical examples and
computations.
