IBNR reserves under stochastic interest rates (Q1381454)

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IBNR reserves under stochastic interest rates
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    title
    IBNR reserves under stochastic interest rates (English)
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    publication date
    5 May 1999
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    zbMATH DE Number
    1129608
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    zbMATH Keywords
    IBNR reserves
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    discount factor
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    probability density
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    Laplace transform
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    author
    Marc J. Goovaerts
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    Ann De Schepper
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