2014-04-25
Economic Capital Forecasting of Interest Rate Risk in a Multi-Year Framework using Non-parametric Least Squares Monte Carlo for a With-Profit Insurance Product
Publication
Publication
| Additional Metadata | |
|---|---|
| Koning, A.J. | |
| hdl.handle.net/2105/16047 | |
| Econometrie | |
| Organisation | Erasmus School of Economics |
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Chilla, F.M.W. (2014, April 25). Economic Capital Forecasting of Interest
Rate Risk in a Multi-Year Framework using Non-parametric Least Squares Monte Carlo for a With-Profit Insurance Product. Econometrie. Retrieved from http://hdl.handle.net/2105/16047 |
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