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An Introduction to Stochastic Particle Integration Methods: With Applications to Risk and Insurance (Q2926210)

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An Introduction to Stochastic Particle Integration Methods: With Applications to Risk and Insurance
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    An Introduction to Stochastic Particle Integration Methods: With Applications to Risk and Insurance (English)
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    31 October 2014
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    stochastic particle integration methods
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    actuarial science
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    risk management
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    Monte Carlo
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    insurance
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    genetic type algorithm
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    acceptance-rejection sequential particle sampler
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    Feynman-Kac particle integration
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