Lapse rate modeling: a rational expectation approach (Q3077750)
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scientific article; zbMATH DE number 5855856
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Lapse rate modeling: a rational expectation approach |
scientific article; zbMATH DE number 5855856 |
Statements
Lapse rate modeling: a rational expectation approach (English)
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22 February 2011
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surrender option
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prepayment models
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splitting method
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0.7953795790672302
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0.7597317695617676
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0.7569087147712708
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0.7490198016166687
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0.7336074113845825
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