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Error propagation and attribution in simulation-based capital models
Crispin, Daniel J.
- In:
Annals of actuarial science : publ. by the Institute of …
18
(
2024
)
1
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pp. 176-204
Persistent link: https://www.econbiz.de/10014519978
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Eliminating proxy errors from capital estimates by targeted exact computation
Crispin, Daniel J.
;
Kinsley, Sam M.
- In:
Annals of actuarial science : publ. by the Institute of …
17
(
2023
)
2
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pp. 219-242
Persistent link: https://www.econbiz.de/10014320032
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