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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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