Ergebnisse für: Nested Monte Carlo Simulation

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Nested Simulations: Theory and Application

Maximilian Klein
Springer Fachmedien Wiesbaden GmbH
80.24 € · Paperback

Almost Sure Convergence Confidence Intervals Nested Monte Carlo Simulation Life Insurance Solvency II Convergence Rates Moment-based Risk Measures Quantile-based Risk Measures SCR Complete Convergence

Maximilian Klein analyses nested Monte Carlo simulations for the approximation of conditional expected values. Thereby, the book deals with two general risk functional classes for conditional expected values, on the one hand the class of moment-based estimators (notable examples are the probability ...

Nested Simulations: Theory and Application

Maximilian Klein
Springer Fachmedien Wiesbaden GmbH
80.24 € · eBook

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