On the Principle of Randomization in Finance and Insurance

Hansjoerg Albrecher

University of Lausanne


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 ]


TU-PL-A1 » Hansjoerg Albrecher (09:00 - Tuesday, 17th July, Burke Theater - Chairman Eckhard Platen)