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Modelling and Managing Risk

Published online by Cambridge University Press:  10 June 2011

Extract

The text of this paper, together with the abstract of the discussion held by the Institute of Actuaries on 30 April 2007, in Manchester, are printed in British Actuarial Journal, 13, III, 579-636.

Type
Sessional meetings: papers and abstracts of discussions
Copyright
Copyright © Institute and Faculty of Actuaries 2008

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References

Reference

Rebonato, R. (2007). Plight of the fortune tellers: why we need to manage financial risk differently. Princeton University Press.Google Scholar

Reference

CMIB (2007). Continuous Mortality Investigation Bureau, Working paper no. 27.Google Scholar

Reference

Taleb, N. N. (2007a). Fooled by randomness: the hidden role of chance in life and in the markets. Penguin, London.Google Scholar
Taleb, N. N. (2007b). The black swan: the impact of the highly improbable. Penguin, London.Google Scholar