Market value of life insurance contracts under stochastic interest rates and default risk (Q882875)

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Market value of life insurance contracts under stochastic interest rates and default risk
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    Market value of life insurance contracts under stochastic interest rates and default risk (English)
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    24 May 2007
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    Participating life insurance policies
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    Contingent claims valuation
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    Default risk
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    Stochastic interest rates
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    Fortet's equation
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