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Time-varying conditional dependence in Nairobi Stock Market
(2005)
This study explores the dependence between the shares traded at the Nairobi stock
Exchange and the prices for which the various companies' shares were selling. Using
simulated time-series of financial asset returns, the ...
Estimation of claims in general insurance
(2005)
This paper is concerned with the prediction of the outstanding claims
amounts on a portfolio of general insurance policies, the extension of the
standard actuarial techniques (the chain ladder technique) and the
comparison ...