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"From deterministic to stochastic surrender risk models: Impact of ..."
Stéphane Loisel, Xavier Milhaud (2011)
- Stéphane Loisel, Xavier Milhaud:
From deterministic to stochastic surrender risk models: Impact of correlation crises on economic capital. Eur. J. Oper. Res. 214(2): 348-357 (2011)
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