scientific article; zbMATH DE number 1336612
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Publication:4258749
DOI10.1002/(SICI)1099-0747(199812)14:4%3C335::AID-ASM352%3E3.0.CO;2-XzbMATH Open0924.90022MaRDI QIDQ4258749FDOQ4258749
Authors: Gary Parker 
Publication date: 14 September 1999
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Cited In (11)
- Bounds for present value functions with stochastic interest rates and stochastic volatility.
- A counting process approach to stochastic interest
- A stochastic integral arising in discounting continuous cash flows and certain transformed characteristic functions
- Stochastic Interest Rates
- Interest randomness and differential equations
- Risk measures and behaviors for bonds under stochastic interest rate models
- A stability result for the HARA class with stochastic interest rates.
- Analysis of survivorship life insurance portfolios with stochastic rates of return
- Stochastic analysis of life insurance surplus
- A stochastic model for financial evaluation: Applications to actuarial constructs
- A stochastic interest model with an application to insurance
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