“Martingale Valuation of Cash Flows for Insurance and Interest Models”, J. F. Carriére, July 2004

DOI10.1080/10920277.2004.10596177zbMath1085.60510OpenAlexW2006416351MaRDI QIDQ5716003

Chi Kin Chan, H. W. Joseph Lee, Bartholomew Leung

Publication date: 6 January 2006

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2004.10596177

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30)

Cites Work

• General Solution of the Stochastic Price-Dividend Integral Equation: A Theory of Financial Valuation

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