Convex upper and lower bounds for present value functions (Q2739981): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convex upper and lower bounds for present value functions |
scientific article |
Statements
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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