Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
Journal of Applied Probability, Vol. 48, No. 4 (DECEMBER 2011), pp. 1035-1048 (14 pages) Consider a discrete-time insurance risk model. Within period i, the net insurance loss is denoted by a ...
Julie Young is an experienced financial writer and editor. She specializes in financial analysis in capital planning and investment management. Eric's career includes extensive work in both public and ...
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