David F. Schrager
From MaRDI portal
Person:704416
Available identifiers
zbMath Open schrager.david-fMaRDI QIDQ704416
List of research outcomes
| Publication | Date of Publication | Type |
|---|---|---|
| Pricing long-dated insurance contracts with stochastic interest rates and stochastic volatility | 2012-02-10 | Paper |
| PRICING SWAPTIONS AND COUPON BOND OPTIONS IN AFFINE TERM STRUCTURE MODELS | 2007-02-22 | Paper |
| Affine stochastic mortality | 2006-10-05 | Paper |
| Pricing rate of return guarantees in regular premium unit linked insurance | 2005-01-13 | Paper |
Research outcomes over time
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
| Property | Value |
|---|---|
| MaRDI profile type | MaRDI person profile |
| instance of | human |
This page was built for person: David F. Schrager
