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

Recurso electrónico / electronic resource
Section: Articles
Title: 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. GorvettAuthor: Ahlgrim, Kevin C.
Related records: 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. 75-108Otros autores: D'Arcy, Stephen P.
Gorvett, Richard W.
Other categories: 2
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