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The risk model for insurance portfolio has been adopted to portfolio of derivatives. Describe the models and compare with a focus on the differences.
Linnaeus University, Faculty of Science and Engineering, School of Computer Science, Physics and Mathematics.
2011 (English)Independent thesis Advanced level (degree of Master (Two Years)), 30 credits / 45 HE creditsStudent thesis
Place, publisher, year, edition, pages
2011. , 30 p.
National Category
Probability Theory and Statistics
URN: urn:nbn:se:lnu:diva-11293OAI: diva2:407698
Physics, Chemistry, Mathematics
Available from: 2011-04-01 Created: 2011-03-31 Last updated: 2011-04-01Bibliographically approved

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