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scientific article; zbMATH DE number 5252487
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scientific article; zbMATH DE number 5252487

    Statements

    author
    Mariarosaria Coppola
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    Valeria D'Amato
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    Marilena Sibillo
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    publication date
    20 March 2008
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    zbMATH Keywords
    fair value
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    insured loan
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    amortization schedule
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    Cox-Ingersoll-Ross model
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    Lee-Carter survival probabilities
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    90B35
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    91B82
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    zbMATH DE Number
    5252487
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