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Modelling Extreme Market Events. A Report of the Benchmarking Stochastic Models Working Party. Abstract of the Discussion Held by the Faculty of Actuaries
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- Journal:
- British Actuarial Journal / Volume 15 / Issue 2 / July 2009
- Published online by Cambridge University Press:
- 12 December 2011, pp. 275-293
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Modelling Extreme Market Events. A Report of the Benchmarking Stochastic Models Working Party
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- Journal:
- British Actuarial Journal / Volume 15 / Issue 1 / March 2009
- Published online by Cambridge University Press:
- 10 June 2011, pp. 99-201
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Economic Scenario Generators and Solvency II
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- Journal:
- British Actuarial Journal / Volume 16 / Issue 1 / 23 May 2011
- Published online by Cambridge University Press:
- 23 May 2011, pp. 121-159
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