Simulation of Risk Processes
Author:
Affiliation:
1. Wrocław University of Technology; Hugo Steinhaus Center for Stochastic Methods; Wrocław Poland 50-370
2. Humboldt-Universität zu Berlin; Wolfgang Hardle CASE-Center for Applied Statistics and Economics; Spandauer Strasse Berlin Germany 1 D-10178
Publisher
John Wiley & Sons, Ltd
Reference17 articles.
1. A generalization of the collective theory of risk in regard to fluctuating basic probabilities;Ammeter;Skandinavisk Aktuaritidskrift,1948
2. A Guide to Simulation
3. Pricing of zero-coupon and coupon CAT bonds;Burnecki;Applicationes Mathematicae,2003
4. Property insurance loss distributions;Burnecki;Physica A,2000
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