【Topic】Sequential Monte Carlo Samplers for Capital Allocation under Copula-Dependent Risk Models
【Speaker】Dr Gareth W. Peters, Assistant Professor, Department of Statistical Science, University College London (UCL), UK
【Time】November 5, Wednesday, 14:30-16:00
【Venue】Room 385, Weilun Building, Tsinghua SEM.
【Organizer】China Center for Insurance and Risk Management (CCIRM);?Department of Finance
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