Stochastic Models for Actuarial Use: The Equilibrium Modelling of Local Markets

DOI10.2143/AST.39.1.2038068zbMath1203.91117MaRDI QIDQ3067098

Dmitri V. Gott, Robert J. Thomson

Publication date: 20 January 2011

Published in: ASTIN Bulletin (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites Work

• Pricing Interest-Rate-Derivative Securities

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