Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/22175
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dc.contributor.authorHärdle, Wolfgang Karlen_US
dc.contributor.authorBurnecki, Krzysztofen_US
dc.contributor.authorWeron, Rafałen_US
dc.date.accessioned2009-01-29T14:54:06Z-
dc.date.available2009-01-29T14:54:06Z-
dc.date.issued2004en_US
dc.identifier.urihttp://hdl.handle.net/10419/22175-
dc.description.abstractThe 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.en_US
dc.language.isoengen_US
dc.relation.ispartofseries|aPapers / Humboldt-Universität Berlin, Center for Applied Statistics and Economics (CASE) |x2004,01en_US
dc.subject.ddc330en_US
dc.titleSimulation of risk processesen_US
dc.typeWorking Paperen_US
dc.identifier.ppn495274321en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-
dc.identifier.repecRePEc:zbw:caseps:200401-

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