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California's Cap and Trade market in greenhouse gases (GHG) is now in its third calendar year, with the rst allowance auction taking place on November 14, 2012 and compliance obligations commencing...
This paper introduces a computing simulation of the evolution of contestable markets. The results show that the evolving outcome of contestable markets is a monopoly when the market demand is fixed. T...
A method for analysing the risk of taking a too low reserve level by use of Chain Ladder method is developed. We give an answer to the question of how much safety loading in terms of the Chain Ladder...
Continuous time stochastic processes are useful models especially for financial and insurance purposes. The numerical simulation of such models is dependant of the time discrete discretization, of the...

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