Lapse rate modeling: a rational expectation approach (Q3077750)

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Lapse rate modeling: a rational expectation approach
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    title
    Lapse rate modeling: a rational expectation approach (English)
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    publication date
    22 February 2011
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    Mathematics Subject Classification ID
    91G20
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    91G40
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    62P05
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    zbMATH DE Number
    5855856
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    zbMATH Keywords
    surrender option
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    prepayment models
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    splitting method
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    OpenAlex ID
    W2740092427
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