Cutajar, S., Smigoc, H., & O'Hagan, A. (2017). Actuarial Risk Matrices: The Nearest Positive Semidefinite Matrix Problem. North American actuarial journal, 21(4), 552-564. https://doi.org/10.1080/10920277.2017.1317273
Chicago Style (17th ed.) CitationCutajar, Stefan, Helena Smigoc, and Adrian O'Hagan. "Actuarial Risk Matrices: The Nearest Positive Semidefinite Matrix Problem." North American Actuarial Journal 21, no. 4 (2017): 552-564. https://doi.org/10.1080/10920277.2017.1317273.
MLA (9th ed.) CitationCutajar, Stefan, et al. "Actuarial Risk Matrices: The Nearest Positive Semidefinite Matrix Problem." North American Actuarial Journal, vol. 21, no. 4, 2017, pp. 552-564, https://doi.org/10.1080/10920277.2017.1317273.
Warning: These citations may not always be 100% accurate.