Thiele's differential equation with stochastic interest of diffusion type
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/03461238.1996.10413961
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1. Lectures on the use of control theory in insurance
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4. A Theory of the Term Structure of Interest Rates
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