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

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+MaRDI publication profile
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+https://doi.org/10.1080/03461238.1998.10413996
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+W2071075667
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@@ Property / cites work @@
+Pricing of Unit-linked Life Insurance Policies
@@ Property / cites work: Pricing of Unit-linked Life Insurance Policies / rank @@
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@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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@@ Property / cites work @@
+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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@@ links / mardi / name / links / mardi / name @@
+Publication:4235019