Actuarial Present Value and Variance for Changing Mortality and Stochastic Interest Rates
Author:
Publisher
Springer International Publishing
Link
http://link.springer.com/content/pdf/10.1007/978-3-319-55236-1_24
Reference23 articles.
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2. Panjer, H.H., Bellhause, D.R.: Stochastic modeling of interest rates with applications to life contingencies. J. Risk Insur. 47, 91–110 (1980)
3. Bellhouse, D.R., Panjer, H.: Stochastic modeling of interest rates with applications to life contingencies, Part II. J. Risk Insur. 48, 628–637 (1981)
4. Giacotto, C.: Stochastic modeling of interest rates: actuarial versus equilibrium approach. J. Risk Insur. 53, 435–453 (1986)
5. Dhaene, J.: Stochastic interest rates and autoregressive integrated moving average processes. ASTIN bull. 19(2), 131–138 (1989)
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