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Enterprise Risk Management at the U.K. Pension Protection Fund
and setting the fund’s investment strategy. A primary driver for conferring these powers on the board ... March 31, 2011, £7 billion of assets were under direct PPF management, with a further £7 billion of assets ...- Authors: Martin Clarke, Jean Pierre Charmaille
- Date: Apr 2012
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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A Note on the Upper-Truncated Pareto Distribution
A Note on the Upper-Truncated Pareto Distribution This paper provides background on the characteristics ... a brief discussion of upper truncation. Our primary focus will be those characteristics of the Pareto ...- Authors: Martin Clarke, Jean Pierre Charmaille, Lucy Currie, Neil Cantle
- Date: Apr 2013