Actuarial present value and variance for changing mortality and stochastic interest rates

Yıldırım B., Selcuk-Kestel A. S., Coşkun-Ergökmen N. G.

3rd International Conference on Dynamics, Games and Science, DGS 2014, Porto, Portugal, 17 - 21 February 2014, vol.195, pp.495-512, (Full Text) identifier

  • Publication Type: Conference Paper / Full Text
  • Volume: 195
  • Doi Number: 10.1007/978-3-319-55236-1_24
  • City: Porto
  • Country: Portugal
  • Page Numbers: pp.495-512
  • Middle East Technical University Affiliated: Yes