Measurement and modelling of dependencies in economic capital ‐ Abstract of the London Discussion

Richard Shaw

British Actuarial Journal, 2011, vol. 16, issue 3, 701-721

Abstract: This abstract relates to the following paper:ShawR.A., SmithA.D. & SpivakG.S. Measurement and modelling of dependencies in economic capital. British Actuarial Journal, doi: 10.1017/S1357321711000249

Date: 2011
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