Dr Gareth Peters and Rodrigo Targino invited to present in special sessions at 7th International Conference on Computational and Financial Econometrics
23 July 2013
Dr Gareth Peters will present in an invited session on Approximate Bayesian Computation, Sequential Monte Carlo Methods and Finance. His talk will cover aspects of SMC methodology when applied to ABC models in Risk and Insurance applications for Basel II as well as Non-Life Claims Reserving.
Rodrigo Targino will present joint work with Dr Gareth Peters, Professor Pavel Shevchenko and Dr Georgy Sofronov on exact closed form solutions to multiple stopping times in insurance purchase strategies.