Gaussian and affine approximation of stochastic diffusion models for interest and mortality rates
Year of publication: |
2013
|
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Authors: | Christiansen, Marcus C. |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 1.2013, 3, p. 81-100
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Subject: | forward interest rate | forward mortality rate | life insurance | stochastic diffusion process | Gaussian approximation | Sterblichkeit | Mortality | Stochastischer Prozess | Stochastic process | Zins | Interest rate | Theorie | Theory | Lebensversicherung | Life insurance | Zinsstruktur | Yield curve |
Extent: | graph. Darst. |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | 10.3390/risks1030081 [DOI] hdl:10419/103614 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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