Gamma approximation of stochastic integrals
This project provides a way to model the distribution of random processes and their cumulative values, which have their applications, but not limited to, the pricing of actuarial and financial derivatives. Specifically, reinsurance Stop-Loss contracts depend on the terminal cumulative loss, where kn...
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| Format: | Final Year Project (FYP) |
| Language: | English |
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2019
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| Online Access: | http://hdl.handle.net/10356/77151 |