Svein-Arne Persson

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Credit risk and asymmetric information: a simplified approach Journal of Economic Dynamics and Control	2018-11-01	Paper
A simple model of deferred callability in defaultable debt European Journal of Operational Research	2010-12-20	Paper
Callable risky perpetual debt with protection period European Journal of Operational Research	2010-09-09	Paper
Continuous monitoring: does credit risk vanish? ASTIN Bulletin	2009-12-22	Paper
Guaranteed Investment Contracts: Distributed and Undistributed Excess Return Scandinavian Actuarial Journal	2006-05-24	Paper
New Econ for Life Actuaries ASTIN Bulletin	2005-03-30	Paper
Pricing rate of return guarantees in a Heath-Jarrow-Morton framework Insurance Mathematics & Economics	2000-05-08	Paper
Stochastic interest rate in life insurance: The principle of equivalence revisited Scandinavian Actuarial Journal	1999-03-25	Paper
Pricing of Unit-linked Life Insurance Policies Scandinavian Actuarial Journal	1995-06-18	Paper

Research outcomes over time

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