Moving average models for interest rates applications to life insurance mathematics

Velmachos, D. & Haberman, S. (1999). Moving average models for interest rates applications to life insurance mathematics (Report No. Actuarial Research Paper No. 119). London, UK: Faculty of Actuarial Science & Insurance, City University London.

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Item Type: Monograph (Working Paper)
Subjects: H Social Sciences > HG Finance
Divisions: Cass Business School > Faculty of Actuarial Science & Insurance > Faculty of Actuarial Science & Insurance Actuarial Research Reports
URI: http://openaccess.city.ac.uk/id/eprint/2255

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