Bristol, BS8 1TW
University of Bristol - Department of Mathematics
Importance Sampling; Trans-dimensional Markov Chain Monte Carlo; Basel II Advanced Measurement Approach; Panjer Recursions; Volterra Integral Equations; Compound Processes; Loss Distributional Approach; Operational Risk; Value at Risk; Expected Shortfall
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Change points, finite Markov chain imbedding, functional magnetic resonance imaging, hidden Markov models, sequential Monte Carlo, segmentation
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