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  • An Integro-differential Equation for a Sparre Andersen Model with Investments

    An Integro-differential Equation for a Sparre Andersen Model with Investments Presentation from the 41st Actuarial Research Conference held in August, 2006 in Montreal. This presentation extends ...

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    • Authors: CORINA DANA CONSTANTINESCU, Enrique Thomann
    • Date: Jan 2007
    • Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Modeling & Statistical Methods>Stochastic models
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