From deterministic to stochastic surrender risk models: impact of correlation crises on economic capital (Q2275826)
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scientific article; zbMATH DE number 5937695
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| English | From deterministic to stochastic surrender risk models: impact of correlation crises on economic capital |
scientific article; zbMATH DE number 5937695 |
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From deterministic to stochastic surrender risk models: impact of correlation crises on economic capital (English)
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10 August 2011
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risk management
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applied probability
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life insurance
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surrender risk
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correlation risk
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0.83369076
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0.82999104
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0.8297131
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0.8236894
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0.82364404
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0.8226793
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0.82210624
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