skip to main content
Resource type Show Results with: Show Results with: Index

Calculating and communicating tail association and the risk of extreme loss

Sweeting, Paul ; Fotiou, Fotis

British Actuarial Journal, Mar 2013, Vol.18(1), pp.13-72 [Peer Reviewed Journal]

Full text available online

Citations Cited by
  • Title:
    Calculating and communicating tail association and the risk of extreme loss
  • Author/Creator: Sweeting, Paul ; Fotiou, Fotis
  • Language: English
  • Is Part Of: British Actuarial Journal, Mar 2013, Vol.18(1), pp.13-72
  • Description: Abstract In this paper we examine two aspects of extreme events: their calculation and their communication. In relation to calculation, there are two types of extreme events that are considered. The first is the extent to which extreme events in two or more variables occur together. This can be gauged...
  • Identifier: ISSN: 13573217 ; E-ISSN: 17485002 ; DOI: 10.1017/S1357321712000347