Two Paradigms for The Market Value of Liabilities

DOI10.1080/10920277.1997.10595657zbMath1080.91523OpenAlexW2122496383MaRDI QIDQ5718269

Robert R. Reitano

Publication date: 13 January 2006

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

Full work available at URL: https://doi.org/10.1080/10920277.1997.10595657

Mathematics Subject Classification ID

Related Items (2)

Economic Valuation Models for Insurers ⋮ Consistent fitting of one-factor models to interest rate data.

Cites Work

• The Pricing of Options and Corporate Liabilities
• Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
• Option pricing: A simplified approach
• Unnamed Item

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