Common Poisson shock models : Applications to insurance and credit risk modelling
Year of publication: |
2003-11-01
|
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Authors: | Lindskog, Filip ; McNeil, Alexander J. |
Publisher: |
International Actuarial Association / Actuarial Studies in Non-Life Insurance |
Subject: | Versicherungsbetriebslehre | insurance management | Risikomanagement | risk management | Versicherungswirtschaft |
Extent: | 552960 bytes 30 p. application/pdf |
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Series: | ASTIN BULLETIN - Vol.33 - No.2 - 2003 ; 209-238 |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | Management of insurance ; Insurance Industry ; Individual Working Papers, Preprints ; Individual Articles ; No country specification |
Source: | USB Cologne (business full texts) |
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