A time‐continuous markov chain interest model with applications to insurance
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Publication:4940114
DOI10.1002/asm.3150110306zbMath1067.91509MaRDI QIDQ4940114
Publication date: 2 March 2000
Published in: Applied Stochastic Models and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/asm.3150110306
62P05: Applications of statistics to actuarial sciences and financial mathematics
91G30: Interest rates, asset pricing, etc. (stochastic models)
34A30: Linear ordinary differential equations and systems
60J27: Continuous-time Markov processes on discrete state spaces
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Cites Work
