An Introduction to Stochastic Particle Integration Methods: With Applications to Risk and Insurance (Q2926210)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Introduction to Stochastic Particle Integration Methods: With Applications to Risk and Insurance |
scientific article |
Statements
An Introduction to Stochastic Particle Integration Methods: With Applications to Risk and Insurance (English)
0 references
31 October 2014
0 references
stochastic particle integration methods
0 references
actuarial science
0 references
risk management
0 references
Monte Carlo
0 references
insurance
0 references
genetic type algorithm
0 references
acceptance-rejection sequential particle sampler
0 references
Feynman-Kac particle integration
0 references