A class of conjugate priors with applications to excess-of-loss reinsurance

Publikation: Bog/antologi/afhandling/rapportRapport

Standard

A class of conjugate priors with applications to excess-of-loss reinsurance. / Hesselager, Ole.

København, 1992. 17 s. (Working Paper, Laboratory of Actuarial Mathematics, Bind 102).

Publikation: Bog/antologi/afhandling/rapportRapport

Harvard

Hesselager, O 1992, A class of conjugate priors with applications to excess-of-loss reinsurance. Working Paper, Laboratory of Actuarial Mathematics, bind 102, København.

APA

Hesselager, O. (1992). A class of conjugate priors with applications to excess-of-loss reinsurance. Working Paper, Laboratory of Actuarial Mathematics Bind 102

Vancouver

Hesselager O. A class of conjugate priors with applications to excess-of-loss reinsurance. København, 1992. 17 s. (Working Paper, Laboratory of Actuarial Mathematics, Bind 102).

Author

Hesselager, Ole. / A class of conjugate priors with applications to excess-of-loss reinsurance. København, 1992. 17 s. (Working Paper, Laboratory of Actuarial Mathematics, Bind 102).

Bibtex

@book{8379356074d011dbbee902004c4f4f50,
title = "A class of conjugate priors with applications to excess-of-loss reinsurance",
author = "Ole Hesselager",
year = "1992",
language = "English",
series = "Working Paper, Laboratory of Actuarial Mathematics",

}

RIS

TY - RPRT

T1 - A class of conjugate priors with applications to excess-of-loss reinsurance

AU - Hesselager, Ole

PY - 1992

Y1 - 1992

M3 - Report

T3 - Working Paper, Laboratory of Actuarial Mathematics

BT - A class of conjugate priors with applications to excess-of-loss reinsurance

CY - København

ER -

ID: 295871