About this working party

SIAS presentation 6 September 2011: Modelling Extreme Credit Events

Life Conference 2017: Internal Model Calibration Using Overlapping Data

Presentation to the Casualty Actuarial Society, Chicago, USA: What’s ...

Evolution of Economic Scenario Generators

Calibration of transition risk for corporate bonds

Calibration of VaR models with Overlapping Data

Modelling Extreme Market Events. A Report of the Benchmarking Stochastic ...

Article: Difficult risks and capital models