Some further results on annuities certain with random interest
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Bibliographic InfoArticle provided by Elsevier in its journal Insurance: Mathematics and Economics.
Volume (Year): 11 (1992)
Issue (Month): 4 (December)
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Web page: http://www.elsevier.com/locate/inca/505554
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- De Schepper, Ann & Goovaerts, Marc & Dhaene, Jan & Kaas, Rob & Vyncke, David, 2002.
"Bounds for present value functions with stochastic interest rates and stochastic volatility,"
Insurance: Mathematics and Economics, Elsevier,
Elsevier, vol. 31(1), pages 87-103, August.
- DE SCHEPPER, Ann & GOOVAERTS, Marc & DHAENE, Jan & KAAS, Rob & VYNCKE, David, 2001. "Bounds for present value functions with stochastic interest rates and stochastic volatility," Working Papers, University of Antwerp, Faculty of Applied Economics 2001037, University of Antwerp, Faculty of Applied Economics.
- Tsai, Chenghsien & Kuo, Weiyu & Chen, Wei-Kuang, 2002. "Early surrender and the distribution of policy reserves," Insurance: Mathematics and Economics, Elsevier, Elsevier, vol. 31(3), pages 429-445, December.
- Parker, Gary, 1995. "A second order stochastic differential equation for the force of interest," Insurance: Mathematics and Economics, Elsevier, Elsevier, vol. 16(3), pages 211-224, July.
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