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- W17199230 abstract "This article presents a guided introduction to a general class of interacting particle methods and explains throughout how such methods may be adapted to solve general classes of inference problems encountered in actuarial science and risk management. Along the way, the resulting specialized Monte Carlo solutions are discussed in the context of how they complemented alternative approaches adopted in risk management, including closed form bounds and asymptotic results for functionals of tails of risk processes." @default.
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- W17199230 date "2013-01-01" @default.
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- W17199230 title "An Introduction to Stochastic Particle Integration Methods: With Applications to Risk and Insurance" @default.
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- W17199230 doi "https://doi.org/10.1007/978-3-642-41095-6_3" @default.
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