Convex upper and lower bounds for present value functions (Q2739981): Difference between revisions

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Latest revision as of 19:57, 3 June 2024

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Convex upper and lower bounds for present value functions
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    Convex upper and lower bounds for present value functions (English)
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    16 September 2001
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    discount process
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    present value
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    comonotonicity
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    convex order
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    Vasicek model
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