Stochastic loss reservving testing the new guidelines from the Australian Prudential Regulation Authority (APRA) on Swedish portfolio data using a bootstrap simulation and the distribution-free method by Thomas Mack
- Författare
- Maria Olofsson
- Språk
- Engelska
Förlag | År | Ort | Om boken | ISBN |
---|---|---|---|---|
Mathematical Statistics, Stockholm University | 2006 | Sverige, Stockholm | 39 sidor. |