Browsing Insurance and Actuarial Science by Title

Browsing Insurance and Actuarial Science by Title

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  • Flint, Emlyn James (University of Pretoria, 2019)
    The modern quantitative portfolio manager is the quintessential “jack of all trades”. Not only do they need to be an expert in the specific area of portfolio management, they also need to have a thorough understanding of ...
  • Van den Heever, Rudolf Johannes (University of Pretoria, 2005-11-01)
    Please read the abstract in the section 00front of this document
  • Van Appel, Vaughan; Mare, Eben (Operations Research Society of South Africa, 2018-11-04)
    Recently, Ross derived a theorem, namely the “Recovery Theorem”, that allows for the recovery of the pricing kernel and real-world asset distribution, under particular assumptions, from a forward-looking risk neutral ...