scientific article; zbMATH DE number 762927
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Publication:4834781
zbMath0895.62107MaRDI QIDQ4834781
Publication date: 12 June 1995
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Kalman filterfinancial marketszero coupon bondsEhrenfest urnlife contingenciesdecomposition of annual lossesdiscounting values
Applications of statistics to actuarial sciences and financial mathematics (62P05) Probabilistic methods, stochastic differential equations (65C99)
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Insurance Considering a New Stochastic Model for the Discount Factor ⋮ Constrained smoothing \(B\)-splines for the term structure of interest rates ⋮ Some further ideas concerning the interaction between insurance and investment risks ⋮ Consistent fitting of one-factor models to interest rate data.
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