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

Published online by Cambridge University Press:  21 February 2012

Richard Shaw
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Extract

This abstract relates to the following paper:

ShawR.A., SmithA.D. & SpivakG.S.Measurement and modelling of dependencies in economic capital ‐ Abstract of the London Discussion. British Actuarial Journal, doi: 10.1017/S1357321711000249

Type
Sessional meetings: papers and abstracts of discussions
Information
British Actuarial Journal , Volume 16 , Issue 3 , September 2011 , pp. 701 - 721
Copyright
Copyright © Institute and Faculty of Actuaries 2012

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References

Shaw, R.A., Smith, A.D. & Spivak, G.S. Measurement and modelling of dependencies in economic capital. British Actuarial Journal, doi: 10.1017/S1357321711000249Google Scholar