scientific article; zbMATH DE number 2054510

zbMATH Open1062.91051MaRDI QIDQ4454959FDOQ4454959

Rachel J. Huang, Jennifer L. Wang

Publication date: 9 March 2004

Title of this publication is not available (Why is that?)

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zbMATH Keywords

asset and liability management, immunization strategy, interest rate

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited In (3)

• A semi-Markov modulated interest rate model
• Qualitative properties of risk models under stochastic interest force
• ON A RISK PROCESS DRIVEN BY A SUBORDINATOR WITH LIQUID RESERVES, CREDIT AND DEBIT INTEREST

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