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Filtering by: Creator Liu, Xinjia

Analysis of Methods for Loss Reserving

Creator:

Lynskey, Gregory E., Liu, Xinjia, Rhemzou, Ida, and Connor, Timothy P.

Advisor:

Heinricher, Arthur C. and Abraham, Jon P.

Publisher:

Worcester Polytechnic Institute

Date Created:

2007-04-25

Resource Type:

Major Qualifying Project
Stock Market Simulation

Keyword:

Stocks, Stock exchanges, and Computer simulation

Creator:

Rhemzou, Ida and Liu, Xinjia

Advisor:

Tang, Dalin

Publisher:

Worcester Polytechnic Institute

Date Created:

2006-07-20

Resource Type:

Interactive Qualifying Project
Pricing of Multi-Name Credit Derivatives Using Copulas

Keyword:

first-to-default baskets, multi-name credit derivatives, and copula functions

Creator:

Liu, Xinjia

Advisor:

Vermes, Domokos

Publisher:

Worcester Polytechnic Institute

Date Created:

2008-01-08

Resource Type:

Report

Degree:

MS

Unit (Department):

Mathematical Sciences