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

Pierre Del Moral, Gareth W. Peters, Christelle Vergé

Research output: Chapter in Book/Report/Conference proceedingChapter

LanguageEnglish
Title of host publication Monte Carlo and Quasi-Monte Carlo Methods 2012.
Subtitle of host publication Springer Proceedings in Mathematics & Statistics
PublisherSpringer
Pages39-81
Volume65
DOIs
Publication statusPublished - 8 Nov 2013

Publication series

NameMonte Carlo and Quasi-Monte Carlo Methods 2012
Volume65
ISSN (Print)2194-1009
ISSN (Electronic)2194-1017

Cite this

Del Moral, P., Peters, G. W., & Vergé, C. (2013). An Introduction to Stochastic Particle Integration Methods: With Applications to Risk and Insurance. In Monte Carlo and Quasi-Monte Carlo Methods 2012. : Springer Proceedings in Mathematics & Statistics (Vol. 65, pp. 39-81). [Chapter 3] (Monte Carlo and Quasi-Monte Carlo Methods 2012; Vol. 65). Springer. https://doi.org/10.1007/978-3-642-41095-6_3
Del Moral, Pierre ; Peters, Gareth W. ; Vergé, Christelle. / An Introduction to Stochastic Particle Integration Methods: With Applications to Risk and Insurance. Monte Carlo and Quasi-Monte Carlo Methods 2012. : Springer Proceedings in Mathematics & Statistics. Vol. 65 Springer, 2013. pp. 39-81 (Monte Carlo and Quasi-Monte Carlo Methods 2012).
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Del Moral, P, Peters, GW & Vergé, C 2013, An Introduction to Stochastic Particle Integration Methods: With Applications to Risk and Insurance. in Monte Carlo and Quasi-Monte Carlo Methods 2012. : Springer Proceedings in Mathematics & Statistics. vol. 65, Chapter 3, Monte Carlo and Quasi-Monte Carlo Methods 2012, vol. 65, Springer, pp. 39-81. https://doi.org/10.1007/978-3-642-41095-6_3

An Introduction to Stochastic Particle Integration Methods: With Applications to Risk and Insurance. / Del Moral, Pierre; Peters, Gareth W.; Vergé, Christelle.

Monte Carlo and Quasi-Monte Carlo Methods 2012. : Springer Proceedings in Mathematics & Statistics. Vol. 65 Springer, 2013. p. 39-81 Chapter 3 (Monte Carlo and Quasi-Monte Carlo Methods 2012; Vol. 65).

Research output: Chapter in Book/Report/Conference proceedingChapter

TY - CHAP

T1 - An Introduction to Stochastic Particle Integration Methods: With Applications to Risk and Insurance

AU - Del Moral, Pierre

AU - Peters, Gareth W.

AU - Vergé, Christelle

PY - 2013/11/8

Y1 - 2013/11/8

U2 - 10.1007/978-3-642-41095-6_3

DO - 10.1007/978-3-642-41095-6_3

M3 - Chapter

VL - 65

T3 - Monte Carlo and Quasi-Monte Carlo Methods 2012

SP - 39

EP - 81

BT - Monte Carlo and Quasi-Monte Carlo Methods 2012.

PB - Springer

ER -

Del Moral P, Peters GW, Vergé C. An Introduction to Stochastic Particle Integration Methods: With Applications to Risk and Insurance. In Monte Carlo and Quasi-Monte Carlo Methods 2012. : Springer Proceedings in Mathematics & Statistics. Vol. 65. Springer. 2013. p. 39-81. Chapter 3. (Monte Carlo and Quasi-Monte Carlo Methods 2012). https://doi.org/10.1007/978-3-642-41095-6_3