IBNR reserves under stochastic interest rates (Q1381454)
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scientific article; zbMATH DE number 1129608
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | IBNR reserves under stochastic interest rates |
scientific article; zbMATH DE number 1129608 |
Statements
IBNR reserves under stochastic interest rates (English)
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5 May 1999
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IBNR reserves
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discount factor
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probability density
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Laplace transform
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