An application of comonotonicity and convex ordering to present values with truncated stochastic interest rates

✍ Scribed by Inge Koch; Ann De Schepper

• Book ID: 108153096
• Publisher: Elsevier Science
• Year: 2007
• Tongue: English
• Weight: 891 KB
• Volume: 40
• Category: Article
• ISSN: 0167-6687
• DOI: 10.1016/j.insmatheco.2006.06.001