An application of comonotonicity and convex ordering to present values with truncated stochastic interest rates
| Year of publication: |
2007
|
|---|---|
| Authors: | Koch, Inge ; Schepper, Ann De |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 40.2007, 3, p. 386-402
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| Publisher: |
Elsevier |