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 Rights: In Copyright (InC) See issue detail