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Moving average models for interest rates applications to life insurance mathematics

Velmachos, D. and 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
Date available in CRO: 18 Apr 2013 09:50
Date of first online publication: 1999
URI: https://openaccess.city.ac.uk/id/eprint/2255
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