scientific article; zbMATH DE number 5252487

MaRDI QIDQ5448388zbMATH OpenFDO

Authors Mariarosaria Coppola, Valeria D'Amato, Marilena Sibillo

Publication date 20 March 2008

zbMATH Keywords

amortization scheduleCox-Ingersoll-Ross modelfair valueinsured loanLee-Carter survival probabilities

Mathematics Subject Classification ID

Deterministic scheduling theory in operations research (90B35) Statistical methods; economic indices and measures (91B82)

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