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Business School Common shock models for claim arrays Business School Common shock models for claim arrays

Business School Common shock models for claim arrays - PowerPoint Presentation

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Uploaded On 2018-02-20

Business School Common shock models for claim arrays - PPT Presentation

Benjamin Avanzi Greg Taylor amp Bernard Wong School of Risk and Actuarial Studies University of New South Wales Sydney Australia ASTIN and AFIRERM Colloquia 2024 August 2017 Panama The authors and their Linkage Project ID: 633415

triangle dependency dependencies shock dependency triangle shock dependencies correlation diagonal claim triangles risk wise series simple large matrix time

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