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

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  • Sweeting, Paul

Abstract

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

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  • Sweeting, Paul, 2013. "Calculating and communicating tail association and the risk of extreme loss ‐ Abstract of the London Discussion," British Actuarial Journal, Cambridge University Press, vol. 18(1), pages 73-83, March.
    • Handle: RePEc:cup:bracjl:v:18:y:2013:i:01:p:73-83_00
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    Cited by:

    1. César Garcia-Gomez & Ana Pérez & Mercedes Prieto-Alaiz, 2022. "The evolution of poverty in the EU-28: a further look based on multivariate tail dependence," Working Papers 605, ECINEQ, Society for the Study of Economic Inequality.

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