Parameter uncertainty and residual estimation risk
Year of publication: |
December 2016
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Authors: | Bignozzi, Valeria ; Tsanakas, Andreas |
Published in: |
The journal of risk and insurance : the journal of the American Risk and Insurance Association. - Malden, Mass. [u.a] : Blackwell, ISSN 0022-4367, ZDB-ID 410673-8. - Vol. 83.2016, 4, p. 949-978
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Subject: | Risikomodell | Risk model | Risikomaß | Risk measure | Versicherungsleistung | Insurance benefits | Kapitalstrukturtheorie | Capital structure theory | Sensitivitätsanalyse | Sensitivity analysis | Monte-Carlo-Simulation | Monte Carlo simulation |
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