Spierdijk Laura

Laura Spierdijk

Information about the author Laura Spierdijk will soon be added to the site.
Found 2 papers in total
Estimating Outstanding Claim Liabilities: The Role of Unobserved Risk Factors
Estimating Outstanding Claim Liabilities: The Role of Unobserved Risk Factors
2014
This article proposes a new method for estimating claim liabilities. Our approach is...
Forecasting market impact costs and identifying expensive trades
Forecasting market impact costs and identifying expensive trades
2008
Often, a relatively small group of trades causes the major part of the trading costs...
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