Stochastic Modelling of Interest Rates: Actuarial vs. Equilibrium Approach
Author:
Publisher
JSTOR
Subject
Economics and Econometrics,Finance,Accounting
Cited by 19 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
1. A Cross Segment Analysis of Performance Variables of General Insurance Players in India;International Journal of Risk and Contingency Management;2019-04
2. Actuarial Present Value and Variance for Changing Mortality and Stochastic Interest Rates;Modeling, Dynamics, Optimization and Bioeconomics II;2017
3. The Distributions of Policy Reserves Considering the Policy-Year Structures of Surrender Rates and Expense Ratios;Journal of Risk and Insurance;2009-12
4. Early surrender and the distribution of policy reserves;Insurance: Mathematics and Economics;2002-12
5. Long-Term Returns in Stochastic Interest Rate Models: Applications;ASTIN Bulletin;2000-05
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