Dr Sedar Olmez FRGS

Available via institutional email address

Curriculum vitae

Social Digital Twin - Converging Technologies

Fujitsu Research of Europe

2nd Floor (West), The Urban Building, 3-9 Albert Street, Slough, England, SL1 2BE

Exploring the Dynamics of the Specialty Insurance Market Using a Novel Discrete Event Simulation Framework: a Lloyd's of London Case Study

Miscellaneous

Sedar Olmez, Akhil Ahmed, Keith Kam, Zhe Feng, Alan Tua
arXiv

DOI: arXiv:2307.05581

Article

Cite

APA Click to copy
Olmez, S., Ahmed, A., Kam, K., Feng, Z., & Tua, A. Exploring the Dynamics of the Specialty Insurance Market Using a Novel Discrete Event Simulation Framework: a Lloyd's of London Case Study. arXiv. https://doi.org/arXiv:2307.05581

Chicago/Turabian Click to copy
Olmez, Sedar, Akhil Ahmed, Keith Kam, Zhe Feng, and Alan Tua. “Exploring the Dynamics of the Specialty Insurance Market Using a Novel Discrete Event Simulation Framework: a Lloyd's of London Case Study.” ArXiv, n.d.

MLA Click to copy
Olmez, Sedar, et al. “Exploring the Dynamics of the Specialty Insurance Market Using a Novel Discrete Event Simulation Framework: a Lloyd's of London Case Study.” ArXiv, doi:arXiv:2307.05581.

BibTeX Click to copy

@misc{sedar-a,
  title = {Exploring the Dynamics of the Specialty Insurance Market Using a Novel Discrete Event Simulation Framework: a Lloyd's of London Case Study},
  journal = {arXiv},
  doi = {arXiv:2307.05581},
  author = {Olmez, Sedar and Ahmed, Akhil and Kam, Keith and Feng, Zhe and Tua, Alan}
}

@misc{olmez2023exploring,
title={Exploring the Dynamics of the Specialty Insurance Market Using a Novel Discrete Event Simulation Framework: a Lloyd's of London Case Study},
author={Sedar Olmez and Akhil Ahmed and Keith Kam and Zhe Feng and Alan Tua},
year={2023},
eprint={2307.05581},
archivePrefix={arXiv},
primaryClass={q-fin.GN}
}