Operations/Actuarial Science Research Seminar - "Simulation and estimation of Gerber Shiu functions: a bootstrap approach" - Philippe Soulier, University of Paris Nanterre
We present estimation methods for values of Gerber-Shiu functions through simulation and bootstrap type algorithms.
Joint work with Bartosz Glowacki.
Wednesday 23 October 2024
- 14h00
to 15h00
Extranef
110
Speaker(s):
Philippe Soulier University of Paris Nanterre