Multivariate stress scenarios and solvency

Alexander J. Mcneil, Andrew D. Smith

Research output: Contribution to journal › Article

Original language	English
Pages (from-to)	299-308
Journal	Insurance: Mathematics and Economics
Volume	50
Issue number	3
DOIs	https://doi.org/10.1016/j.insmatheco.2011.12.005
Publication status	Published - May 2012

Cite this

@article{389d548e085c4596a54def069dffc2c9,

title = "Multivariate stress scenarios and solvency",

author = "Mcneil, {Alexander J.} and Smith, {Andrew D.}",

year = "2012",

month = may,

doi = "10.1016/j.insmatheco.2011.12.005",

language = "English",

volume = "50",

pages = "299--308",

journal = "Insurance: Mathematics and Economics",

issn = "0167-6687",

publisher = "Elsevier",

number = "3",

}