Correlation crises, ruin probabilities and related issues in ERM and Solvency II - Archive ouverte HAL
Communication Dans Un Congrès Année : 2009

Correlation crises, ruin probabilities and related issues in ERM and Solvency II

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hal-00397125 , version 1 (19-06-2009)

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  • HAL Id : hal-00397125 , version 1

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Stéphane Loisel. Correlation crises, ruin probabilities and related issues in ERM and Solvency II. ERM Symposium, Apr 2009, Chicago, United States. ⟨hal-00397125⟩
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