“Martingale Valuation of Cash Flows for Insurance and Interest Models”, J. F. Carriére, July 2004

DOI10.1080/10920277.2004.10596178MaRDI QIDQ5716004zbMATH OpenOpenAlexFDO

Authors Wei Zhou

Publication date 6 January 2006

Published in North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10920277.2004.10596178

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30)

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