1 - 1 of 1 results (0.5 seconds)
Sort By:
  • On The Moments Of Compound Interest Functions When Interest Varies As An AR[2] Process
    On The Moments Of Compound Interest Functions When Interest Varies As An AR[2] Process It is assumed that the force of interest varies as an auto-regressive process of order 2, AR[2]. The moments ...

    View Description

    • Authors: Colin M Ramsay
    • Date: Jan 1985
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Actuarial Research Clearing House
    • Topics: Modeling & Statistical Methods>Stochastic models