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From deterministic to stochastic surrender risk models: Impact of correlation crises on economic capital.
Stéphane Loisel
Xavier Milhaud
Published in:
Eur. J. Oper. Res. (2011)
Keyphrases
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probabilistic model
complex systems
decision making
model selection
data mining
decision trees
hidden markov models
parameter estimation
statistical model
experimental data
statistical methods
computational models
parametric models
stochastic process
stochastic models
stochastic methods