Modelling Extreme Market Events. A Report of the Benchmarking Stochastic Models Working Party. Abstract of the Discussion Held by the Faculty of Actuaries

R. Frankland, A. D. Smith, T. Wilkins, E. Varnell, A. Holtham, E. Biffis, S. Eshun and D. Dullaway

British Actuarial Journal, 2009, vol. 15, issue 2, 275-293

Date: 2009
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