Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/22175 
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dc.contributor.authorHärdle, Wolfgang Karlen
dc.contributor.authorBurnecki, Krzysztofen
dc.contributor.authorWeron, Rafałen
dc.date.accessioned2009-01-29T14:54:06Z-
dc.date.available2009-01-29T14:54:06Z-
dc.date.issued2004-
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
dc.language.isoengen
dc.publisher|aHumboldt-Universität zu Berlin, Center for Applied Statistics and Economics (CASE) |cBerlinen
dc.relation.ispartofseries|aPapers |x2004,01en
dc.subject.ddc330en
dc.titleSimulation of risk processes-
dc.typeWorking Paperen
dc.identifier.ppn495274321en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:zbw:caseps:200401en

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