From deterministic to stochastic surrender risk models : impact of correlation crises on economic capital

Stéphane Loisel; Xavier Milhaud

Year of publication:	2011
Authors:	Loisel, Stéphane ; Milhaud, Xavier
Published in:	European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 214.2011, 2 (16.10.), p. 348-357
Subject:	Risikomanagement \| Risk management \| Stochastischer Prozess \| Stochastic process \| Korrelation \| Correlation \| Risikomodell \| Risk model \| Finanzkrise \| Financial crisis \| Risiko \| Risk \| Theorie \| Theory

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