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Living in a Stochastic World and Managing Complex Risks
In this paper, Michel M. Dacorogna and Marie Kratz review the concept of risk, its evolution in history and the big changes we...
raquelforster
Oct 2, 20151 min read


Half-Mack Stochastic Reserving
Dr. Frank Cuypers and Simone Dalessi from PRS suggest in this paper to use a stochastic reserving method, which uses the information...
raquelforster
Jul 9, 20131 min read


Bootstrapping the economy - a non-parametric method of generating consistent future scenarios
The fortune and the risk of a business venture depends on the future course of the economy. There is a strong demand for economic...
raquelforster
Oct 30, 20041 min read
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