Lapse rate modeling: a rational expectation approach
From MaRDI portal
Publication:3077750
DOI10.1080/03461230802550649zbMath1224.91150MaRDI QIDQ3077750
Publication date: 22 February 2011
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://pure.au.dk/ws/files/32357046/F_2007_03.pdf
62P05: Applications of statistics to actuarial sciences and financial mathematics
91G20: Derivative securities (option pricing, hedging, etc.)
91G40: Credit risk
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