Actuarial risk matrices : the nearest positive semidefinite matrix problem
Stefan Cutajar, Helena Smigoc, and Adrian O'Hagan
| Year of publication: |
2017
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|---|---|
| Authors: | Cutajar, Stefan ; Smigoc, Helena ; O'Hagan, Adrian |
| Published in: |
North American actuarial journal. - Philadelphia, Pa. : Taylor & Francis, ISSN 1092-0277, ZDB-ID 1380138-7. - Vol. 21.2017, 4, p. 552-564
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| Subject: | Theorie | Theory | Risikomodell | Risk model | Lineare Algebra | Linear algebra | Versicherungsmathematik | Actuarial mathematics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/10920277.2017.1317273 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011858641