Optimal retention for profit maximizing under VaR levels constraints

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BÜYÜKYAZICI M.

İstatistikçiler Dergisi: İstatistik Aktüerya, vol.10, no.1, pp.49-58, 2017 (Peer-Reviewed Journal)

• Publication Type: Article / Article
• Volume: 10 Issue: 1
• Publication Date: 2017
• Journal Name: İstatistikçiler Dergisi: İstatistik Aktüerya
• Journal Indexes: TR DİZİN (ULAKBİM)
• Page Numbers: pp.49-58
• Hacettepe University Affiliated: Yes