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The Effective duration and convexity of liabilities for property-liability insurers under stochastic interest rates

Recurso electrónico / electronic resource
MARC record
Tag12Value
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001  MAP20078038952
003  MAP
005  20100608115214.0
008  080418e20040601che|||| | |||||||eng d
040  ‎$a‎MAP‎$b‎spa‎$d‎MAP
084  ‎$a‎2
1001 ‎$0‎MAPA20100039304‎$a‎Ahlgrim, Kevin C.
24514‎$a‎The Effective duration and convexity of liabilities for property-liability insurers under stochastic interest rates‎$c‎by Kevin C. Ahlgrim, Stephen P. D'Arcy and Richard W. Gorvett
7001 ‎$0‎MAPA20080216054‎$a‎D'Arcy, Stephen P.
7001 ‎$0‎MAPA20080244361‎$a‎Gorvett, Richard W.
7730 ‎$w‎MAP20077000413‎$t‎The Geneva Risk and Insurance Review‎$d‎The Netherlands : The Geneva Association, 1991-2010‎$x‎0926-4957‎$g‎01/06/2004 Número 1 29 2004 , p. 75-108