Slide 1 Risk Aggregation: Copula Approach Ken Seng Tan, Ph.D., ASA, CERA Canada Research Chair in Quantitative Risk Management April 18-19, 2009 [email protected] Slide…
Laura Bennett [email protected] 440-484-2261 www.embracepetinsurance.com blog.embracepetinsurance.com Pop Quiz You just moved to the US with your family. Which of…
1616 P St. NW Washington, DC 20036 202-328-5000 www.rff.org September 2009; revised November 2009 RFF DP 09-36-REV The Unholy Trinity: Fat Tails, Tail Dependence, and Micro-Correlations…