Interest rate model comparisons for participating products under Solvency II
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Publication:4585944
DOI10.1080/03461238.2017.1332679zbMath1396.91289MaRDI QIDQ4585944
Lloyd K. Williams, Linda Reiersølmoen Neef, Dag Raabe, Kjersti Aas
Publication date: 11 September 2018
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2017.1332679
91G30: Interest rates, asset pricing, etc. (stochastic models)
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Cites Work
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