A class of conjugate priors with applications to excess-of-loss reinsurance
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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/rapport › Rapport
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
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