Stochastic interest rate in life insurance: The principle of equivalence revisited (Q4235019): Difference between revisions

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+Pricing of Unit-linked Life Insurance Policies
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+The Pricing of Options and Corporate Liabilities
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+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
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+On the application of Thiele's differential equation in life insurance
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+A stochastic version of Thiele's differential equation
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+Hattendorff's theorem and Thiele's differential equation generalized
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+Thiele's differential equation with stochastic interest of diffusion type
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+Thiele's differential equation as a tool in product development in life insurance
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+An equilibrium characterization of the term structure
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