Market value of life insurance contracts under stochastic interest rates and default risk
| Year of publication: |
2005
|
|---|---|
| Authors: | Bernard, Carole ; Le Courtois, Olivier ; Quittard-Pinon, Francois |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 36.2005, 3, p. 499-516
|
| Publisher: |
Elsevier |