Markov-switching GARCH models with application to insurance claims
dc.contributor.author | Bjørnøy, Eivind | |
dc.date.accessioned | 2020-09-11T05:24:31Z | |
dc.date.available | 2020-09-11T05:24:31Z | |
dc.date.issued | 2020-09-11 | |
dc.date.submitted | 2020-09-10T22:00:11Z | |
dc.identifier.uri | https://hdl.handle.net/1956/24074 | |
dc.language.iso | eng | |
dc.publisher | The University of Bergen | en_US |
dc.rights | Copyright the Author. All rights reserved | |
dc.subject | MSGARCH | |
dc.subject | Value-at-Risk | |
dc.subject | Insurance | |
dc.subject | Markov models | |
dc.title | Markov-switching GARCH models with application to insurance claims | |
dc.type | Master thesis | |
dc.date.updated | 2020-09-10T22:00:11Z | |
dc.rights.holder | Copyright the Author. All rights reserved | en_US |
dc.description.degree | Masteroppgave i aktuarfag | en_US |
dc.description.localcode | AKTUA399 | |
dc.description.localcode | MAMN-AKTUA | |
dc.subject.nus | 753299 | |
fs.subjectcode | AKTUA399 | |
fs.unitcode | 12-11-0 |
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