Stochastic interest rate in life insurance: The principle of equivalence revisited

Scandinavian Actuarial Journal

Volumn 1998, Issue 2, 1998, Pages 97-112

  Persson, Svein Arne ^a  

^a NORWEGIAN SCHOOL OF ECONOMICS   (Norway)

Author keywords

Arbitrage pricing theory; Financial risk; Principle of equivalence; Stochastic interest rate; Thiele's differential equation

Indexed keywords

EID: 85011500184     PISSN: 03461238     EISSN: 16512030     Source Type: Journal    
DOI: 10.1080/03461238.1998.10413996     Document Type: Article

References (17)

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