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

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      <subfield code="a">The Effective duration and convexity of liabilities for property-liability insurers under stochastic interest rates</subfield>
      <subfield code="c">by Kevin C. Ahlgrim, Stephen P. D'Arcy and Richard W. Gorvett</subfield>
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      <subfield code="t">The Geneva Risk and Insurance Review</subfield>
      <subfield code="d">The Netherlands : The Geneva Association, 1991-2010</subfield>
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      <subfield code="g">01/06/2004 Número 1 29 2004 , p. 75-108</subfield>
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