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  • A Numerical Method for Computing the Probability Distribution of Total Risk of Portfolio
    Method for Computing the Probability Distribution of Total Risk of Portfolio In the present paper, we propose ... numerical method of computing the probability distribution of S. Inversion of the Laplace transform ...

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    • Authors: Rohan J Dalpatadu, Andy Tsang, Ashok K Singh
    • Date: Jan 1996
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context
    • Publication Name: Actuarial Research Clearing House
    • Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Stochastic models