Correction to: Yield curve shapes and the asymptotic short rate distribution in affine one-factor models (Q1709609)

In this note, the author corrects an error made in the article [\textit{M. Keller-Ressel} and \textit{T. Steiner}, Finance Stoch. 12, No. 2, 149--172 (2008; Zbl 1150.91020)]. The error concerned the threshold at which the yield curve in an affine short rate model changes from normal (strictly increasing) to humped (endowed with a single maximum). This threshold is not the same for the forward curve and for the yield curve. The correct mathematical expression for the threshold is given, supplemented with a self-contained and corrected proof.