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On Pareto Distributions and Rating: A Prize Award Competition

Published online by Cambridge University Press:  29 August 2014

Paul Embrechts  and
Gunnar Benktander
Paul Embrechts
Affiliation:
Editor of the ASTIN Bulletin
Gunnar Benktander
Affiliation:
Stockholm, 6 February 1999
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Abstract

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Type
Editorial
Information
ASTIN Bulletin: The Journal of the IAA , Volume 29 , Issue 1 , May 1999 , pp. 1 - 3
Copyright
Copyright © International Actuarial Association 1999

References

1Artzner, P., Delbaen, F., Eber, J.-M. and Heath, D. (1999). Coherent measures of risk. To appear in Mathematical Finance.Google Scholar
2Embrechts, P., Klüppelberg, C. and Mikosch, T. (1997). Modelling Extremal Events for Insurance and Finance, Springer-Verlag, Berlin.CrossRefGoogle Scholar
3Klugman, S.A., Panjer, H.H. and Willmot, G.E. (1998). Loss models. From Data to Decisions, Wiley, New York.Google Scholar