Simulations and risk, from simulations in simulation to agent based model and reinforcement learning


After a brief epistemological introductions about generating random sequences, we will focus on two applications. We will start with nested techniques (or simulations in simulations) in the context of life insurance guarantees. Then, we will discuss agent based model algorithms, to study pandemics on graphs, and finally, we will briefly mention reinforcement learning techniques, and their use in economics.