Generalized Makeham's formula and economic profitability

DOI10.1016/J.INSMATHECO.2013.09.014zbMATH Open1290.91172OpenAlexW3124597981MaRDI QIDQ2015642FDOQ2015642

Authors: Carlo Alberto Magni 

Publication date: 23 June 2014

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2013.09.014

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zbMATH Keywords

Makeham's formulaaverage interest rateNet Present Value

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30)

Cites Work

• The General Theory of Employment, Interest, and Money
• Axiomatic Characterization of the Time-Weighted Rate of Return
• Correct or incorrect application of CAPM? Correct or incorrect decisions with CAPM?
• Yields on lottery bonds
• Swap Pricing with Two-Sided Default Risk in a Rating-Based Model *

Cited In (4)

• Profit efficiency: generalization, business accounting and the role of convexity
• Capital depreciation and the underdetermination of rate of return: a unifying perspective
• Arithmetic returns for investment performance measurement
• The attribution matrix and the joint use of finite change sensitivity index and residual income for value-based performance measurement

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