Monte Carlo Methods for Insurance Risk Computation
نویسندگان
چکیده
منابع مشابه
Monte Carlo Methods and Bayesian Computation: MCMC
Markov chain Monte Carlo (MCMC) methods use computer simulation of Markov chains in the parameter space. The Markov chains are defined in such a way that the posterior distribution in the given statistical inference problem is the asymptotic distribution. This allows to use ergodic averages to approximate the desired posterior expectations. Several standard approaches to define such Markov chai...
متن کاملMonte Carlo Methods in Bayesian Computation
Inevitably, reading is one of the requirements to be undergone. To improve the performance and quality, someone needs to have something new every day. It will suggest you to have more inspirations, then. However, the needs of inspirations will make you searching for some sources. Even from the other people experience, internet, and many books. Books and internet are the recommended media to hel...
متن کاملMonte Carlo Methods of PageRank Computation
We describe and analyze an on-line Monte Carlo method of PageRank computation. The PageRank is being estimated basing on results of a large number of short independent simulation runs initiated from each page that contains outgoing hyperlinks. The method does not require any storage of the hyperlink matrix and is highly parallelizable. We study confidence intervals, and discover drawbacks of th...
متن کاملMonte Carlo Methods for Portfolio Credit Risk
The financial crisis of 2007 – 2009 began with a major failure in credit markets. The causes of this failure stretch far beyond inadequate mathematical modeling (see Donnelly and Embrechts [2010] and Brigo et al. [2009] for detailed discussions from a mathematical finance perspective). Nevertheless, it is clear that some of the more popular models of credit risk were shown to be flawed. Many of...
متن کاملMonte Carlo Methods for Index Computation ( mod p )
We describe some novel methods to compute the index of any integer relative to a given primitive root of a prime p. Our first method avoids the use of stored tables and apparently requires 0(p ) operations. Our second algorithm, which may be regarded as a method of catching kangaroos, is applicable when the index is known to lie in a certain interval; it requires 0(w ) operations for an interva...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: International Journal of Statistics and Probability
سال: 2019
ISSN: 1927-7040,1927-7032
DOI: 10.5539/ijsp.v8n3p54