Actuarial Associate Interview Questions

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When running Monte Carlo type simulations in situations where you're only interested in tail outcomes, do you know of a way to only simulate those outcomes, so that you can come up with more reliable answers in fewer simulations?
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Actuarial Analyst

Interviewed at WTW

3.9
Mar 13, 2014

When running Monte Carlo type simulations in situations where you're only interested in tail outcomes, do you know of a way to only simulate those outcomes, so that you can come up with more reliable answers in fewer simulations?

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