Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference35 articles.
1. A note on immunization under a general stochastic equilibrium model of the term structure;Albrecht;Insurance: Mathematics and Economics,1985
2. Single-factor duration models in a discrete general equilibrium framework;Bierwag;Journal of Finance,1982
3. Immunization strategies for funding multiple liabilities;Bierwag;Journal of Financial and Quantitative Analysis,1983
4. Immunization under stochastic models of the term structure;Boyle;Journal of the Institute of Actuaries,1978
5. Recent models of the term structure of interest rates with actuarial applications;Boyle;Transactions of the 21st International Congress of Actuaries,1980
Cited by
30 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献