In this paper we consider a generalized version of the classical model for the collective surplus process of an insurance portfolio. In the presence of dividend payments according to a non-linear barrier strategy and interest on the free reserve we derive equations for the probability of ruin and the expected present value of dividend payments which give rise to several numerical number-theoretic solution techniques. For various claim size distributions and a parabolic barrier numerical tests and comparisons of these techniques are performed. In particular, the efficiency gain obtained by implementing low-discrepancy sequences instead of pseudorandom sequences is investigated.