The Effective Duration and Convexity of Liabilities for Property-Liability Insurers Under Stochastic Interest Rates-Reference-Cited by-同舟云学术

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The Effective Duration and Convexity of Liabilities for Property-Liability Insurers Under Stochastic Interest Rates

Published:2004-06 Issue:1 Volume:29 Page:75-108
ISSN:0926-4957
Container-title:The Geneva Papers on Risk and Insurance Theory
language:
Short-container-title:Geneva Risk Ins Rev

Author:

Ahlgrim Kevin C.,D'Arcy Stephen P.,Gorvett Richard W.

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting,Economics and Econometrics,Finance,Business, Management and Accounting (miscellaneous),Accounting

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