Stochastic Modelling of Interest Rates: Actuarial vs. Equilibrium Approach

Volume
Vol. 53
Page
435-453
Year
1986
Categories
Actuarial Applications and Methodologies
Valuation
Discount Rates
Financial and Statistical Methods
Asset and Econometric Modeling
Yield Curves
Financial and Statistical Methods
Simulation
Publications
Journal of Risk and Insurance, The
Authors
C Giacotto