What is it about?
This is on methods used for calculating risk in insurance and finance. The main tool is Monte Carlo simulation, a method that makes experiments with randomness on a computer
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Søren Asmussen
Aarhus Universitet
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This page is a summary of: Conditional Monte Carlo for sums, with applications to insurance and finance, Annals of Actuarial Science, January 2018, Cambridge University Press,
DOI: 10.1017/s1748499517000252.
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