From deterministic to stochastic surrender risk models: Impact of correlation crises on economic capital
| Year of publication: |
2011
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|---|---|
| Authors: | Loisel, Stéphane ; Milhaud, Xavier |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 214.2011, 2 (16.10.), p. 348-358
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