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A counting process approach to stochastic interest

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  • Moller, Christian Max

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  • Moller, Christian Max, 1995. "A counting process approach to stochastic interest," Insurance: Mathematics and Economics, Elsevier, vol. 17(2), pages 181-192, October.
    • Handle: RePEc:eee:insuma:v:17:y:1995:i:2:p:181-192
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    References listed on IDEAS

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    1. Dietz, Hans M., 1992. "A stochastic interest model with an application to insurance," Insurance: Mathematics and Economics, Elsevier, vol. 11(4), pages 301-310, December.
    2. Aase, Knut K., 1988. "Contingent claims valuation when the security price is a combination of an Ito process and a random point process," Stochastic Processes and their Applications, Elsevier, vol. 28(2), pages 185-220, June.
    3. Paulsen, Jostein, 1993. "Risk theory in a stochastic economic environment," Stochastic Processes and their Applications, Elsevier, vol. 46(2), pages 327-361, June.
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