£46.00

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£46 today · cheaper than every other day in the last 3 months

VDM Verlag Untersuchung eines Einsparten-Ruinmodells: - stochastische Simulation -

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£46.00 £43.70 £44.62 £45.54 £46.46 £47.38 £48.30 26 July 2026 09 August 2026 24 August 2026 08 September 2026 23 September 2026
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Price distribution over 60 days • 1 price levels

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Most common price: £46 (60 days, 100.0%)

Price range: £46 - £46

Price levels: 1 different prices over 60 days

Description

Die Arbeit beschäftigt sich mit dem möglichen Aufbau interner Ruinmodelle für Schadensversicherungssparten. Als Datenbasis dienten mit Monte-Carlo-Simulation erzeugte Zufallszahlen, die als fiktiver Kundenbestand verwendet wurden. Eingangsgrößen des Modells sind u.a. der Zins, das Startkapital, ein Sicherheitszuschlag sowie optional die Berücksichtigung einer Rückversicherung. Mit verschiedenen Schadenzahl- sowie Schadenhöhenverteilungen sollen mögliche Vorgehensweisen zur Ermittlung von ein- und mehrjährigen Ausfallwahrscheinlichkeiten in der Arbeit aufgezeigt werden.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
13 March 2009
Listed Since
07 April 2009

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