MediaWiki (Scripts) Publisher's description
from Kas Sharma
Show the code behind pricingapp.m which first calls two files:
Open the file pricingapp.
* Show the code behind pricingapp.m which first calls two files:
Modelthelossprocess.m: This file is responsible for the Monte Carlo Simulation.
Overimposethestructure.m: This file adjusts the loss distribution according to the Excess of Loss contract.
Meaning of the plots:
1. figure1: This is a graph of distribution of losses without any contract adjustments
2. figure2: The graph of loss distribution after the contract terms are accounted for.
3. Main figure: CDF of the net present value.
System Requirements:MATLAB 7.0.1 (R14SP1)
Program Release Status: New Release
Program Install Support: Install and Uninstall