3 search results - page 1 / 1 » Low discrepancy sequences for Monte Carlo simulations on rec... |
ASAP
2008
IEEE
13 years 11 months ago
2008
IEEE
WSC
2000
13 years 5 months ago
2000
What actuaries call cash flow testing is a large-scale simulation pitting a company's current policy obligation against future earnings based on interest rates. While life co...
SIAMSC
2010
12 years 11 months ago
2010
Infinitely divisible random vector without Gaussian component admits representations of shot noise series. Due to possible slow convergence of the series, they have not been inves...