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Liu, Xinjia
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Analysis of Methods for Loss Reserving
Creatore:
Lynskey, Gregory E.
,
Liu, Xinjia
,
Rhemzou, Ida
, and
Connor, Timothy P.
Advisor:
Heinricher, Arthur C.
and
Abraham, Jon P.
Editore:
Worcester Polytechnic Institute
data di creazione:
2007-04-25
Resource Type:
Major Qualifying Project
Stock Market Simulation
Parola chiave:
Stocks
,
Stock exchanges
, and
Computer simulation
Creatore:
Rhemzou, Ida
and
Liu, Xinjia
Advisor:
Tang, Dalin
Editore:
Worcester Polytechnic Institute
data di creazione:
2006-07-20
Resource Type:
Interactive Qualifying Project
Pricing of Multi-Name Credit Derivatives Using Copulas
Parola chiave:
first-to-default baskets
,
multi-name credit derivatives
, and
copula functions
Creatore:
Liu, Xinjia
Advisor:
Vermes, Domokos
Editore:
Worcester Polytechnic Institute
data di creazione:
2008-01-08
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
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Interactive Qualifying Projects
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2008
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Creatore
Connor, Timothy P.
1
Liu, Xinjia
[remove]
3
Lynskey, Gregory E.
1
Rhemzou, Ida
2
Advisor
Abraham, Jon P.
1
Heinricher, Arthur C.
1
Tang, Dalin
1
Vermes, Domokos
1
Contributor
Vermes, Domokos
1
Major
Actuarial Mathematics
1
Unit (Department)
Mathematical Sciences
1
Editore
Worcester Polytechnic Institute
3
Soggetto
Computing
1
Industry
1
Tipo di risorsa
Interactive Qualifying Project
1
Major Qualifying Project
1
Report
1