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Difficult risks and capital models: A report from the Extreme Events Working Party
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- Journal:
- British Actuarial Journal / Volume 19 / Issue 3 / September 2014
- Published online by Cambridge University Press:
- 29 August 2014, pp. 556-616
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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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