Some remarks concerning stochastic interest rates in relation to long term insurance policies
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Publication:4034587
DOI10.1080/03461238.1991.10413885zbMATH Open0783.62086OpenAlexW2145647802MaRDI QIDQ4034587FDOQ4034587
Authors: Dimitris J. Papachristou, Howard R. Waters 
Publication date: 16 May 1993
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.1991.10413885
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Cites Work
Cited In (10)
- A counting process approach to stochastic interest
- Title not available (Why is that?)
- Pricing long-dated insurance contracts with stochastic interest rates and stochastic volatility
- Sensitivity analysis of the moments of the profit on an income protection policy
- Stochastic analysis of a portfolio of endowment insurance policies
- A time‐continuous markov chain interest model with applications to insurance
- Thiele's differential equation with stochastic interest of diffusion type
- Long-term risk with stochastic interest rates
- Stochastic Analysis of the Interaction Between Investment and Insurance Risks
- Aggregate fluctuations, interest rates, and repeated insurance under private information
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