Calculating and communicating tail association and the risk of extreme loss

Publisher: Cambridge University Press

E-ISSN: 2044-0456|18|1|13-72

ISSN: 1357-3217

Source: British Actuarial Journal, Vol.18, Iss.1, 2012-12, pp. : 13-72

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract