Stress tests for lapse risk: correlation and contagion among policyholders’ behaviours - Archive ouverte HAL
Communication Dans Un Congrès Année : 2016

Stress tests for lapse risk: correlation and contagion among policyholders’ behaviours

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hal-02025054 , version 1 (19-02-2019)

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  • HAL Id : hal-02025054 , version 1

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Xavier Milhaud. Stress tests for lapse risk: correlation and contagion among policyholders’ behaviours. Colloque CIRM Copules - Extremes - Actuariat, Feb 2016, Marseille, France. ⟨hal-02025054⟩
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