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

Date

2017-09-04

Author

Şimşek, Meral
Uğur, Ömür

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This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.

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URI

https://hdl.handle.net/11511/90422

Conference Name

2nd International Conference on Computational Finance

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Graduate School of Applied Mathematics, Conference / Seminar

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Citation Formats

M. Şimşek and Ö. Uğur, “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.