City Research Online - Moving average models for interest rates applications to life insurance mathematics

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 (Actuarial Research Paper No. 119). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Publication Type:	Monograph (Working Paper)
Subjects:	H Social Sciences > HG Finance
Departments:	Bayes Business School > Actuarial Science & Insurance > Actuarial Research Reports

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Creators:	Velmachos, D. Haberman, S.
Status:	Published
Publisher:	Faculty of Actuarial Science & Insurance, City University London
URI:	https://openaccess.city.ac.uk/id/eprint/2255
Date available in CRO:	18 Apr 2013 09:50
Dates:	Date Event 1999 Published