Christelle Verge

Independent

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An Introduction to Stochastic Particle Integration Methods: With Applications to Risk and Insurance

Number of pages: 42 Posted: 05 Jun 2017
Pierre Del Moral, Gareth Peters and Christelle Verge
INRIA Bordeaux-Sud Ouest, Department of Actuarial Mathematics and Statistics, Heriot-Watt University and Independent
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Abstract:

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insurance, particle filtering, sequential monte carlo, accept-reject, Feynmann-Kac Interacting Particles