Book contents
- Frontmatter
- Contents
- Preface
- 1 Introduction
- PART I TOOLS FOR RISK ANALYSIS
- 2 Getting started the Monte Carlo way
- 3 Evaluating risk: A primer
- 4 Monte Carlo II: Improving technique
- 5 Modelling I: Linear dependence
- 6 Modelling II: Conditional and non-linear
- 7 Historical estimation and error
- PART II GENERAL INSURANCE
- PART III LIFE INSURANCE AND FINANCIAL RISK
- Appendix A Random variables: Principal tools
- Appendix B Linear algebra and stochastic vectors
- Appendix C Numerical algorithms: A third tool
- References
- Index
7 - Historical estimation and error
from PART I - TOOLS FOR RISK ANALYSIS
Published online by Cambridge University Press: 05 May 2014
- Frontmatter
- Contents
- Preface
- 1 Introduction
- PART I TOOLS FOR RISK ANALYSIS
- 2 Getting started the Monte Carlo way
- 3 Evaluating risk: A primer
- 4 Monte Carlo II: Improving technique
- 5 Modelling I: Linear dependence
- 6 Modelling II: Conditional and non-linear
- 7 Historical estimation and error
- PART II GENERAL INSURANCE
- PART III LIFE INSURANCE AND FINANCIAL RISK
- Appendix A Random variables: Principal tools
- Appendix B Linear algebra and stochastic vectors
- Appendix C Numerical algorithms: A third tool
- References
- Index
Summary
- Type
- Chapter
- Information
- Computation and Modelling in Insurance and Finance , pp. 229 - 276Publisher: Cambridge University PressPrint publication year: 2014