Brukermanual: ALM-modellering for KLP

Aas, Kjersti; Dimakos, Xeni Kristine

May 23, 2005

SAMBA

• Areas: Bank, finans, forsikring og el-kraft
• Keywords: S-Plus, modell estimering, justering, simulering, GARCH, Random-walk, autoregressive modeller,VaR
• Page(s): 110
• Name and number of project: 220085
• Title: Brukermanual: ALM-modellering for KLP
• Author(s): Aas, Kjersti; Dimakos, Xeni Kristine
• Report number: SAMBA/17/05
• Published date: May 23, 2005