| Original language | English |
|---|---|
| Pages (from-to) | 299-308 |
| Journal | Insurance: Mathematics and Economics |
| Volume | 50 |
| Issue number | 3 |
| DOIs | |
| Publication status | Published - May 2012 |
Cite this
Mcneil, A. J., & Smith, A. D. (2012). Multivariate stress scenarios and solvency. Insurance: Mathematics and Economics, 50(3), 299-308. https://doi.org/10.1016/j.insmatheco.2011.12.005
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title = "Multivariate stress scenarios and solvency",
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}
Mcneil, AJ & Smith, AD 2012, 'Multivariate stress scenarios and solvency', Insurance: Mathematics and Economics, vol. 50, no. 3, pp. 299-308. https://doi.org/10.1016/j.insmatheco.2011.12.005
Multivariate stress scenarios and solvency. / Mcneil, Alexander J.; Smith, Andrew D.
In: Insurance: Mathematics and Economics, Vol. 50, No. 3, 05.2012, p. 299-308.Research output: Contribution to journal › Article
TY - JOUR
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AU - Mcneil, Alexander J.
AU - Smith, Andrew D.
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DO - 10.1016/j.insmatheco.2011.12.005
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SP - 299
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JO - Insurance: Mathematics and Economics
JF - Insurance: Mathematics and Economics
SN - 0167-6687
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Mcneil AJ, Smith AD. Multivariate stress scenarios and solvency. Insurance: Mathematics and Economics. 2012 May;50(3):299-308. https://doi.org/10.1016/j.insmatheco.2011.12.005