An efficient algorithm to measure the insurance risk of casuality insurance company using VaR methodology
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Publication:5258652
DOI10.12941/jksiam.2012.16.2.137zbMath1316.91014MaRDI QIDQ5258652
Hyun-Cheol Hwang, Joon Hwa Ban, Hosam Ki
Publication date: 23 June 2015
Published in: Journal of the Korea Society for Industrial and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.12941/jksiam.2012.16.2.137
91G40: Credit risk