Extrapolating long-run yield curves : an innovative and consistent approach
Year of publication: |
2023
|
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Authors: | Signorelli, Thiago Pedra ; Campani, Carlos Heitor ; Neves, César da Rocha |
Published in: |
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science. - Chicago, Ill. : [Verlag nicht ermittelbar], ISSN 2325-0453, ZDB-ID 2097702-5. - Vol. 27.2023, 3, p. 472-492
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Subject: | Zinsstruktur | Yield curve | Innovation | Theorie | Theory | Schätzung | Estimation |
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