Sequential Monte Carlo Samplers for capital allocation under copula-dependent risk models

5 October 2014

Papers citing "Sequential Monte Carlo Samplers for capital allocation under copula-dependent risk models"

3 / 3 papers shown

Title
An importance sampling approach for copula models in insurance Philipp Arbenz Mathieu Cambou Marius Hofert 35 2 0 17 Mar 2014
Bayesian State-Space Modelling on High-Performance Hardware Using LibBi Lawrence M. Murray 68 112 0 14 Jun 2013
An introduction to particle integration methods: with applications to risk and insurance P. Del Moral G. Peters C. Vergé 88 7 0 14 Oct 2012