Bayesian Modelling, Monte Carlo Sampling and Capital Allocation of Insurance Risks
The main objective of this work is to develop a detailed step-by-step guide to the development and application of a new class of efficient Monte Carlo methods to solve practically important problems faced by insurers under the new solvency regulations. In particular, a novel Monte Carlo method to ca...
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| Hauptverfasser: | , , |
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| Format: | Artigo |
| Sprache: | Inglês |
| Veröffentlicht: |
MDPI AG
2017-09-01
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| Schriftenreihe: | Risks |
| Schlagworte: | |
| Online-Zugang: | https://www.mdpi.com/2227-9091/5/4/53 |
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