Pricing long-dated insurance contracts with stochastic interest rates and stochastic volatility
| Year of publication: |
2009
|
|---|---|
| Authors: | van Haastrecht, Alexander ; Lord, Roger ; Pelsser, Antoon ; Schrager, David |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 45.2009, 3, p. 436-448
|