1
-
1
of
1
results (0.52 seconds)
Sort By:
-
Assessing Risk for Insurance Funded by Zero Coupons with Stochastic Interest Rates
Rates The investment risk generated by a stochastic interest rate is recognized as often the greatest ... investigated the mathematics of this risk when the interest rate follows a stochastic process and the time to ...- Authors: H Tolley, HENRY CONRAD WURTS
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Strategy development
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments