1. Procyclicality and structural trends in investment allocation by insurance companies and pension funds;Bank;Discussion Paper by the Bank of England and the Procyclicality Working Group,2014
2. On the Calculation of the Solvency Capital Requirement based on Nested Simulations;D Bauer;ICIR Working Paper Series,2010
3. Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors;M Billio;Journal of Financial Economics,2012
4. The pricing of options and corporate liabilities;F Black;The Journal of Political Economy,1973