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

Stéphane Loisel

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Date: 2012-10-01
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Published in Conference of the LIFE Section of the International Actuarial Association, Oct 2012, Mexico, Mexico

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Journal Article: From deterministic to stochastic surrender risk models: Impact of correlation crises on economic capital (2011)
Working Paper: From deterministic to stochastic surrender risk models: impact of correlation crises on economic capital (2011)
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