The Robust Computation and the Sensitivity Analysis of Finite-Time Ruin Probabilities and the Estimation of Risk-Based Regulatory Capital
Year of publication: |
2014
|
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Authors: | Joshi, Mark S. |
Other Persons: | Zhu, Dan (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Wahrscheinlichkeitsrechnung | Probability theory | Schätztheorie | Estimation theory | Sensitivitätsanalyse | Sensitivity analysis |
Extent: | 1 Online-Ressource (28 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 22, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2541581 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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