Publication:2922324
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zbMath1300.60090MaRDI QIDQ2922324
Publication date: 10 October 2014
Full work available at URL: http://www.pphmj.com/abstract/8252.htm
stochastic interest; perturbation methodology; Markovian switching process; actuarial present value (APV)
91G30: Interest rates, asset pricing, etc. (stochastic models)
60J28: Applications of continuous-time Markov processes on discrete state spaces