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

Publisher： Cambridge University Press

E-ISSN： 2044-0456|15|2|275-293

ISSN： 1357-3217

Source： British Actuarial Journal, Vol.15, Iss.2, 2009-07, pp. : 275-293

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