Arbeitspapier
Simulation of risk processes
The simulation of risk processes is a standard procedure for insurance companies. The generation of simulated (aggregated) claims is vital for the calculation of the amount of loss that may occur. Simulation of risk processes also appears naturally in rating triggered step-up bonds, where the interest rate is bound to random changes of the companies? ratings.
- Sprache
-
Englisch
- Erschienen in
-
Series: Papers ; No. 2004,01
- Klassifikation
-
Wirtschaft
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Härdle, Wolfgang Karl
Burnecki, Krzysztof
Weron, Rafał
- Ereignis
-
Veröffentlichung
- (wer)
-
Humboldt-Universität zu Berlin, Center for Applied Statistics and Economics (CASE)
- (wo)
-
Berlin
- (wann)
-
2004
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:44 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Härdle, Wolfgang Karl
- Burnecki, Krzysztof
- Weron, Rafał
- Humboldt-Universität zu Berlin, Center for Applied Statistics and Economics (CASE)
Entstanden
- 2004
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