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Patrick Poon Lecture Series in Actuarial Science on 'Monte Carlo Simulation & Conditional Monte Carlo' by Professor Søren Asmussen on AUG 4
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Dept of Statistics & Actuarial Science
Uploaded on 2017-07-06 16:38:01 |
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Monte Carlo simulation can be viewed as a vehicle for performing computer experiments with randomness in problems that are too complex or too difficult to allow for theoretical calculations. We give here a survey with particular emphasis on applications to finance and insurance, concluding with a mo... |
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