Now showing items 1-2 of 2

    • Multiple Lévy subordinator processes with applications in finance 

      Shirvani, Abootaleb; 0000-0003-3683-2194 (2021-08)
      There is a vast literature that has sought to model the dynamics of asset returns. The assumption typically made is that asset returns follow a normal distribution despite the preponderance of empirical evidence that rejects ...
    • Risk assessment and financial management of natural disasters and crime 

      Mahanama, Thilini Vasana; 0000-0003-0536-0040 (2021-05)
      The approach of compensating tornado-induced property losses in the United States contains two main strategies. First, private insurance companies cover the tornado damage costs claimed by their clients. Second, the ...