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 |
|---|---|---|
| Pricing long-dated insurance contracts with stochastic interest rates and stochastic volatility Insurance Mathematics & Economics | 2012-02-10 | Paper |
| PRICING SWAPTIONS AND COUPON BOND OPTIONS IN AFFINE TERM STRUCTURE MODELS Mathematical Finance | 2007-02-22 | Paper |
| Affine stochastic mortality Insurance Mathematics & Economics | 2006-10-05 | Paper |
| Pricing rate of return guarantees in regular premium unit linked insurance Insurance Mathematics & Economics | 2005-01-13 | Paper |
Research outcomes over time
This page was built for person: David F. Schrager
