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https://elib.bsu.by/handle/123456789/8802| Title: | On fitting the autoregressive investment models to real financial data |
| Authors: | Medvedev, G. A. |
| Keywords: | ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Математика |
| Issue Date: | 1998 |
| Citation: | Medvedev, G.A. On Fitting the Autoregressive Investment Models to real Financial data /G.A.Medvedev // Transactions of the 26th Intern. Congress of Actuaries, Birmingham. - Vol. 7. - 1998. - P. 187–211. |
| Abstract: | The successful investment policy is an integral part of successful activity of the insurance company. The return to the shareholders of the insurance company usually thought of as comprising the underwriting result and investment income. The investment income is very important even for an insurance company, which writes mainly a short tail business. For the successful activity the insurance company needs the appropriate investment policy as well as in good investment control. |
| URI: | http://elib.bsu.by/handle/123456789/8802 |
| Appears in Collections: | Статьи факультета прикладной математики и информатики |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 1998_Medvedev_Birmingham.pdf | 382,8 kB | Adobe PDF | View/Open |
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