DYLEWSKA, E.; GIL FANA, J. A.; HERAS MARTÍNEZ, A. J.; VILAR ZANÓN, J. L. Stochastic modeling of Solvency II capital requirements for the lapse risk in a long-term life insurance product. Anales del Instituto de Actuarios Españoles, [S. l.], n. 23, p. 71–101, 2017. DOI: 10.26360/2017_4. Disponível em: https://revistas.actuarios.org/index.php/aiae/article/view/46. Acesso em: 12 nov. 2026.