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Measuring and Pricing for Tail Risk
those people have a lot that they can bring to the table. Let me begin by trying to define tail risk in ... Mechanisms to deal with tail risks include variable annuity guarantees, medical stop-loss policies, various ...- Authors: Henry M McMillan, David M Walczak, Douglas Robbins
- Date: Jun 2004
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods