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

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  • Shaw, Richard

Abstract

This abstract relates to the following paper:ShawR.A., SmithA.D. & SpivakG.S. Measurement and modelling of dependencies in economic capital. British Actuarial Journal, doi: 10.1017/S1357321711000249

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  • Shaw, Richard, 2011. "Measurement and modelling of dependencies in economic capital ‐ Abstract of the London Discussion," British Actuarial Journal, Cambridge University Press, vol. 16(3), pages 701-721, September.
    • Handle: RePEc:cup:bracjl:v:16:y:2011:i:3:p:701-721_6
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    Cited by:

    1. McNeil, Alexander J. & Nešlehová, Johanna G. & Smith, Andrew D., 2022. "On attainability of Kendall’s tau matrices and concordance signatures," Journal of Multivariate Analysis, Elsevier, vol. 191(C).

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