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Conditional Stochastic Interest Rate Models in Life Contingencies
Conditional Stochastic Interest Rate Models in Life Contingencies Several previous papers treat the rate of interest as a stochastic process in the determination of values of insurances and ...- Authors: Harry H Panjer, UNKNOWN David Bellhouse
- Date: Jan 1981
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Stochastic models