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

ŞİMŞEK M., UĞUR Ö., KESTEL A. S.

2nd International Conference on Computational Finance, 4 - 08 September 2017, (Summary Text)

• Publication Type: Conference Paper / Summary Text
• Middle East Technical University Affiliated: Yes