Stochastic risk assessment of an insurance portfolio underrenewal process with VaR and CVaR as initial capital

2017-09-04
Şimşek, Meral
Uğur, Ömür
Kestel, Ayşe Sevtap
Citation Formats
M. Şimşek, Ö. Uğur, and A. S. Kestel, “Stochastic risk assessment of an insurance portfolio underrenewal process with VaR and CVaR as initial capital,” presented at the 2nd International Conference on Computational Finance, 2017, Accessed: 00, 2021. [Online]. Available: https://hdl.handle.net/11511/90422.