Arbitrage in Asset Modeling for Integrated Risk Management

There has been much discussion of the importance of arbitrage-free asa criteria of asset modeling. This paper will explore some of the issuesinvolved when the models are for use in Integrated Risk Managementanalysis...

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Year of publication:	2000-06-20
Authors:	Thorlacius, A .Eric
Publisher:	Swiss Re Investors <New York>
Subject:	Arbitrage \| Risikomanagement \| risk management \| Stochastik

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Extent:	786432 bytes 14 p. application/pdf
Type of publication:	Article
Language:	English
Notes:	AFIR Colloquium Tromsø - Norway - June 20-23, 2000
Classification:	Management of insurance ; Insurance Industry ; Individual Conference Proceedings ; No country specification
Source:	USB Cologne (business full texts)

Persistent link: https://www.econbiz.de/10005847521