On the Principle of Randomization in Finance and Insurance

Hansjoerg Albrecherer

University of Lausanne

Abstract

In this talk we discuss the principle of randomization as a powerful tool in analyzing risk models. We study potential benefits for computational purposes, but particularly also for insight and simplifications on the modeling... [ view full abstract ]

Session

TU-PL-A1 » Hansjoerg Albrecherer (09:00 - Tuesday, 17th July, Burke Theater)