Three Essays in Finance and Actuarial Science

This thesis is constituted of three chapters. he first part of my Ph.D. dissertation develops a Bayesian stochastic model for computing the reserves of a non-life insurance company. The first chapter is the product of my research experience as an intern at the Risk Management Department of Fondiaria...

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Bibliographic Details
Main Author: Luca, Regis
Language:FRE
Published: 2011
Subjects:
Online Access:http://tel.archives-ouvertes.fr/tel-00804585
http://tel.archives-ouvertes.fr/docs/00/80/45/85/PDF/Regis_phd_thesis_three_essays.pdf