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Archived publication

Evaluating risk in insurance and finance by stochastic simulation

Bølviken, Erik

November 01, 2000

SAMBA

  • Filename: 3195/B_lviken_-_Evaluating_risk_in_insurance_and_finance_by_stocha.pdf
  • Areas: Bank, finans, forsikring
  • Keywords: Insurance, Finance,Simulation, Options, Bootstrapping
  • Page(s): 28
  • Name and number of project: 400011
  • Title: Evaluating risk in insurance and finance by stochastic simulation
  • Author(s): Bølviken, Erik
  • Report number: SAMBA/23/00
  • Published date: November 01, 2000

 

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Postal address: Norsk Regnesentral/Norwegian Computing Center, P.O. Box 114 Blindern, NO-0314 Oslo, Norway
Visit address: Norsk Regnesentral, Gaustadalleen 23a, Kristen Nygaards hus, NO-0373 Oslo.
Phone: (+47) 22 85 25 00
AddressHow to get to NR