Subjective risk measures: Bayesian predictive scenarios analysis
Year of publication: |
1999
|
---|---|
Authors: | Siu, Tak Kuen ; Yang, Hailiang |
Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 25.1999, 2, p. 157-169
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Option pricing when the regime-switching risk is priced
Siu, Tak Kuen, (2007)
-
On Bayesian value at risk : from linear to non-linear portfolios
Siu, Tak Kuen, (2004)
-
On valuing perticipating life insurance contracts with conditional heteroscedasticity
Siu, Tak Kuen, (2007)
- More ...