Vis enkel innførsel

dc.contributor.authorBjørnøy, Eivind
dc.date.accessioned2020-09-11T05:24:31Z
dc.date.available2020-09-11T05:24:31Z
dc.date.issued2020-09-11
dc.date.submitted2020-09-10T22:00:11Z
dc.identifier.urihttps://hdl.handle.net/1956/24074
dc.language.isoeng
dc.publisherThe University of Bergenen_US
dc.rightsCopyright the Author. All rights reserved
dc.subjectMSGARCH
dc.subjectValue-at-Risk
dc.subjectInsurance
dc.subjectMarkov models
dc.titleMarkov-switching GARCH models with application to insurance claims
dc.typeMaster thesis
dc.date.updated2020-09-10T22:00:11Z
dc.rights.holderCopyright the Author. All rights reserveden_US
dc.description.degreeMasteroppgave i aktuarfagen_US
dc.description.localcodeAKTUA399
dc.description.localcodeMAMN-AKTUA
dc.subject.nus753299
fs.subjectcodeAKTUA399
fs.unitcode12-11-0


Tilhørende fil(er)

Thumbnail

Denne innførselen finnes i følgende samling(er)

Vis enkel innførsel