Difficult risks and capital models: a report from the Extreme Events Working Party ‐ Abstract of the Edinburgh Discussion
Alexander Sharp
British Actuarial Journal, 2014, vol. 19, issue 3, 636-649
Abstract:
This abstract relates to the following paper: FranklandR.EshunS.HewittL.JakhriaP.JarvisS.RoweA.SmithA.D.SharpA.C.SharpeJ. and WilkinsTDifficult risks and capital models: a report from the Extreme Events Working Party. British Actuarial Journal, doi: 10.1017/S1357321713000524
Date: 2014
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