Centro de Documentacion de Fundación MAPFRE - The Effective duration and convexity of liabilities for property-liability insurers under stochastic interest rates

Recurso electrónico / electronic resource

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MAP20078038952

Ahlgrim, Kevin C.

The Effective duration and convexity of liabilities for property-liability insurers under stochastic interest rates / by Kevin C. Ahlgrim, Stephen P. D'Arcy and Richard W. Gorvett

En: The Geneva Risk and Insurance Review. - The Netherlands : The Geneva Association, 1991-2010 = ISSN 0926-4957. - 01/06/2004 Número 1 29 2004 , p. 75-108

I. D'Arcy, Stephen P. . II. Gorvett, Richard W. . III. Title.