Correction to : Yield curve shapes of Vasicek interest rate models, measure transformations and an application for the simulation of pension products

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<dc:creator>Diez, Franziska</dc:creator>
<dc:creator>Korn, Ralf</dc:creator>
<dc:date>2021-06-07</dc:date>
<dc:description xml:lang="es">Sumario: Due to an error in the proof of Lemma 1 in the appendix of the original article, the proof of the assertions (c) and (d) of Theorem 4 on the existence of humped and dipped yield curves in the two-factor Vasicek model needs a modification. However, the assertions stay valid. It can directly be realized that the proof of Lemma 1 holds for h:=f-g and not for h:=f+g as we falsely claimed. Consequently, Lemma 1 can not be applied. Using the notation of Section 3 in the original article, we will reformulate Theorem 4 slightly and then give the corrected proof for humped and dipped yield curves.</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/178944.do</dc:identifier>
<dc:language>spa</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Simulación</dc:subject>
<dc:subject xml:lang="es">Pensiones</dc:subject>
<dc:subject xml:lang="es">Cálculo actuarial</dc:subject>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">Correction to : Yield curve shapes of Vasicek interest rate models, measure transformations and an application for the simulation of pension products</dc:title>
<dc:relation xml:lang="es">En: European Actuarial Journal. - Cham, Switzerland  : Springer Nature Switzerland AG,  2021-2022. - 07/06/2021 Número 1 - junio 2021 , p. 341-347</dc:relation>
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