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FEATURE ARTICLES - Stochastic Upper Bounds for Present Value Functions
Goovaerts, Marc J.
;
Dhaene, Jan
;
Schepper, Ann De
- In:
The journal of risk and insurance : the journal of the …
67
(
2000
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10006186937
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192
An application of comonotonicity and convex ordering to present values with truncated stochastic interest rates
Koch, Inge
;
Schepper, Ann De
- In:
Insurance / Mathematics & economics
40
(
2007
)
3
,
pp. 386-402
Persistent link: https://www.econbiz.de/10007604760
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