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A yield-only model for the term structure of interest rates
Şahin, Şule; Cairns, Andrew; Kleinow, Torsten; … - In: Annals of actuarial science : publ. by the Institute of … 8 (2014) 1, pp. 99-130
Persistent link: https://www.econbiz.de/10010357995
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A yield-macro model for actuarial use in the United Kingdom
Şahin, Şule; Cairns, Andrew; Kleinow, Torsten; … - In: Annals of actuarial science : publ. by the Institute of … 8 (2014) 2, pp. 320-350
Persistent link: https://www.econbiz.de/10010422163
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Yet more on a stochastic economic model : part 3C : stochastic bridging for share yields and dividends and interest rates
Wilkie, A. D.; Şahin, Şule - In: Annals of actuarial science : publ. by the Institute of … 11 (2017) 1, pp. 128-163
Persistent link: https://www.econbiz.de/10011730251