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Calculating and communicating tail association and the risk of extreme loss ‐ Abstract of the London...

Calculating and communicating tail association and the risk of extreme loss ‐ Abstract of the London...

https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_1400706653

Calculating and communicating tail association and the risk of extreme loss ‐ Abstract of the London Discussion

About this item

Full title

Calculating and communicating tail association and the risk of extreme loss ‐ Abstract of the London Discussion

Author / Creator

Publisher

Cambridge, UK: Cambridge University Press

Journal title

British Actuarial Journal, 2013-03, Vol.18 (1), p.73-83

Language

English

Formats

Publication information

Publisher

Cambridge, UK: Cambridge University Press

More information

Scope and Contents

Contents

This abstract relates to the following paper: SweetingP. and FotiouF.Calculating and communicating tail association and the risk of extreme loss.British Actuarial Journal, doi:10.1017/S1357321712000347

Alternative Titles

Full title

Calculating and communicating tail association and the risk of extreme loss ‐ Abstract of the London Discussion

Authors, Artists and Contributors

Author / Creator

Identifiers

Primary Identifiers

Record Identifier

TN_cdi_proquest_journals_1400706653

Permalink

https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_1400706653

Other Identifiers

ISSN

1357-3217

E-ISSN

2044-0456,1748-5002

DOI

10.1017/S1357321713000019

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