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A Multi-Name Structural Credit Risk Model with a Reduced-Form Default Trigger
Credit Risk Model with a Reduced-Form Default Trigger This is the abstract for the presentation on a multi-name ... multi-name structural credit risk model with a reduced-form default trigger. Abstract; 14444 7/30/2010 ...- Authors: Mathieu Boudreault, Geneviève Gauthier
- Date: Jul 2010
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Modeling Insurance Losses Resulting from Natural Catastrophes
abstract of presentation from 39th Actuarial Research Conference, 8/5-7/2004, University of Iowa in Iowa ... Iowa City, Iowa. In this talk, we examine the modeling of insurance losses resulting from natural catastrophes ...- Authors: Etienne Marceau, Mathieu Boudreault, HELENE COSSETTE
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Finance & Investments>Risk measurement - Finance & Investments