Bayesian Modelling, Monte Carlo Sampling and Capital Allocation of Insurance Risks

Risks ◽

10.3390/risks5040053 ◽

2017 ◽

Vol 5 (4) ◽

pp. 53 ◽

Author(s):

Gareth Peters ◽

Rodrigo Targino ◽

Mario Wüthrich

Keyword(s):

Monte Carlo ◽

Monte Carlo Sampling ◽

Capital Allocation ◽

Bayesian Modelling

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Bayesian Modelling, Monte Carlo Sampling and Capital Allocation of Insurance Risks

SSRN Electronic Journal ◽

10.2139/ssrn.2961888 ◽

2017 ◽

Author(s):

Gareth William Peters ◽

Mario V. Wuthrich

Keyword(s):

Monte Carlo ◽

Monte Carlo Sampling ◽

Capital Allocation ◽

Bayesian Modelling

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Bayesian inference, Monte Carlo sampling and operational risk

The Journal of Operational Risk ◽

10.21314/jop.2006.014 ◽

2006 ◽

Vol 1 (3) ◽

pp. 27-50 ◽

Author(s):

G Peters ◽

S Sisson

Keyword(s):

Monte Carlo ◽

Bayesian Inference ◽

Operational Risk ◽

Monte Carlo Sampling

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A Monte Carlo Sampling Method of Amino Acid Sequences Adaptable to Given Main-Chain Atoms in the Proteins

The Journal of Biochemistry ◽

10.1093/jb/mvj184 ◽

2006 ◽

Vol 140 (4) ◽

pp. 543-552

Author(s):

Koji Ogata ◽

Kenji Soejima ◽

Junichi Higo

Keyword(s):

Monte Carlo ◽

Sampling Method ◽

Monte Carlo Sampling ◽

Amino Acid Sequences

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Probabilistic Optimal Power Flow With Correlated Wind Power Uncertainty via Markov Chain Quasi-Monte-Carlo Sampling

IEEE Transactions on Industrial Informatics ◽

10.1109/tii.2019.2928054 ◽

2019 ◽

Vol 15 (11) ◽

pp. 6058-6069 ◽

Author(s):

Weigao Sun ◽

Mohsen Zamani ◽

Hai-Tao Zhang ◽

Yuanzheng Li

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Optimal Power Flow ◽

Monte Carlo Sampling ◽

Quasi Monte Carlo ◽

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Monte Carlo sampling of solutions to inverse problems

International Journal of Rock Mechanics and Mining Sciences & Geomechanics Abstracts ◽

10.1016/0148-9062(96)80050-7 ◽

1996 ◽

Vol 33 (5) ◽

pp. A219

Keyword(s):

Monte Carlo ◽

Inverse Problems ◽

Monte Carlo Sampling

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Locating stationary paths in functional integrals: An optimization method utilizing the stationary phase Monte Carlo sampling function

The Journal of Chemical Physics ◽

10.1063/1.455868 ◽

1989 ◽

Vol 90 (6) ◽

pp. 3181-3191 ◽

Author(s):

Thomas L. Beck ◽

J. D. Doll ◽

David L. Freeman

Keyword(s):

Monte Carlo ◽

Stationary Phase ◽

Optimization Method ◽

Monte Carlo Sampling ◽

Functional Integrals ◽

Sampling Function

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A phase‐space theory and Monte Carlo sampling method for studying nonadiabatic unimolecular reactions

The Journal of Chemical Physics ◽

10.1063/1.462092 ◽

1992 ◽

Vol 96 (3) ◽

pp. 1911-1918 ◽

Author(s):

Alison J. Marks ◽

Donald L. Thompson

Keyword(s):

Monte Carlo ◽

Phase Space ◽

Sampling Method ◽

Monte Carlo Sampling ◽

Space Theory ◽

Unimolecular Reactions ◽

Phase Space Theory

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Monte Carlo Sampling with Hierarchical Move Sets: POSH Monte Carlo

Journal of Chemical Theory and Computation ◽

10.1021/ct8005166 ◽

2009 ◽

Vol 5 (8) ◽

pp. 1968-1984 ◽

Author(s):

Jerome Nilmeier ◽

Matthew P. Jacobson

Keyword(s):

Monte Carlo ◽

Monte Carlo Sampling

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Bayesian Estimation via Sequential Monte Carlo Sampling: Unconstrained Nonlinear Dynamic Systems

Industrial & Engineering Chemistry Research ◽

10.1021/ie034010v ◽

2004 ◽

Vol 43 (14) ◽

pp. 4012-4025 ◽

Author(s):

Wen-shiang Chen ◽

Bhavik R. Bakshi ◽

Prem K. Goel ◽

Sridhar Ungarala

Keyword(s):

Monte Carlo ◽

Bayesian Estimation ◽

Dynamic Systems ◽

Nonlinear Dynamic ◽

Sequential Monte Carlo ◽

Monte Carlo Sampling ◽

Nonlinear Dynamic Systems

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Improved inference in Bayesian segmentation using Monte Carlo sampling: Application to hippocampal subfield volumetry

Medical Image Analysis ◽

10.1016/j.media.2013.04.005 ◽

2013 ◽

Vol 17 (7) ◽

pp. 766-778 ◽

Author(s):

Juan Eugenio Iglesias ◽

Mert Rory Sabuncu ◽

Koen Van Leemput

Keyword(s):

Monte Carlo ◽

Monte Carlo Sampling ◽

Bayesian Segmentation

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