Ara
Toplam kayıt 2, listelenen: 1-2
Some results on the extreme distributions of surplus process with nonhomogeneous claim occurrences
(Hacettepe Univ, Fac Sci, 2015)
In this paper; survival (non-ruin) probability after a definite time period of an insurance company is studied in a discrete time model based on non-homogenous claim occurrences. Furthermore, distributions of the minimum ...
Modeling Dependent Financial Assets By Dynamic Copula And Portfolio Optimization Based On Cvar
(Ankara Univ, Fac Sci, 2015)
This paper is concerned with the statistical modeling of the dependence structure of multivariate financial data using copula. Since financial data is greatly affected by the economic factors, it often varies according to ...