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Difficult Risks and Capital Models: A report from the Extreme Events Working Party Abstract of the London Discussion

Published online by Cambridge University Press:  29 November 2013

Abstract

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Type
Sessional meetings: papers and abstracts of discussions
Copyright
Copyright © Institute and Faculty of Actuaries 2013 

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References

Currie, I. D, Richards, S. J.and Ritchie, G. P. (2012) A value-at-risk framework for longevity trend risk. BAJ, forthcoming.Google Scholar