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An introduction to particle integration methods: with applications to
  risk and insurance

An introduction to particle integration methods: with applications to risk and insurance

14 October 2012
P. Del Moral
G. Peters
C. Vergé
ArXivPDFHTML

Papers citing "An introduction to particle integration methods: with applications to risk and insurance"

2 / 2 papers shown
Title
Understanding Operational Risk Capital Approximations: First and Second
  Orders
Understanding Operational Risk Capital Approximations: First and Second Orders
G. Peters
Rodrigo S. Targino
P. Shevchenko
43
19
0
12 Mar 2013
A Copula Based Bayesian Approach for Paid-Incurred Claims Models for
  Non-Life Insurance Reserving
A Copula Based Bayesian Approach for Paid-Incurred Claims Models for Non-Life Insurance Reserving
G. Peters
A. Dong
Robert Kohn
65
29
0
14 Oct 2012
1