
A Monte Carlo Simulation Method to Calculate the Value at Risk of Insurance Contract
Author(s) -
兴奇 李
Publication year - 2014
Publication title -
tong ji xue yu ying yong
Language(s) - English
Resource type - Journals
eISSN - 2325-226X
pISSN - 2325-2251
DOI - 10.12677/sa.2014.34017
Subject(s) - monte carlo method , actuarial science , value (mathematics) , statistical physics , business , mathematics , physics , statistics