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 | |
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Koning, A.J. | |
hdl.handle.net/2105/16047 | |
Econometrie | |
Organisation | Erasmus School of Economics |
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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