Phase-type representations of stochastic interest rates with applications to life insurance
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Standard
Phase-type representations of stochastic interest rates with applications to life insurance. / Ahmad, Jamaal; Bladt, Mogens.
I: European Actuarial Journal, Bind 13, 2023, s. 571–606.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
Harvard
Ahmad, J & Bladt, M 2023, 'Phase-type representations of stochastic interest rates with applications to life insurance', European Actuarial Journal, bind 13, s. 571–606. https://doi.org/10.1007/s13385-023-00346-4
APA
Ahmad, J., & Bladt, M. (2023). Phase-type representations of stochastic interest rates with applications to life insurance. European Actuarial Journal, 13, 571–606. https://doi.org/10.1007/s13385-023-00346-4
Vancouver
Ahmad J, Bladt M. Phase-type representations of stochastic interest rates with applications to life insurance. European Actuarial Journal. 2023;13:571–606. https://doi.org/10.1007/s13385-023-00346-4
Author
Bibtex
@article{f23e343ab95145b0aa677d5206ca78cb,
title = "Phase-type representations of stochastic interest rates with applications to life insurance",
author = "Jamaal Ahmad and Mogens Bladt",
year = "2023",
doi = "10.1007/s13385-023-00346-4",
language = "English",
volume = "13",
pages = "571–606",
journal = "European Actuarial Journal",
issn = "2190-9733",
publisher = "Springer",
}
RIS
TY - JOUR
T1 - Phase-type representations of stochastic interest rates with applications to life insurance
AU - Ahmad, Jamaal
AU - Bladt, Mogens
PY - 2023
Y1 - 2023
UR - https://doi.org/10.1007/s13385-023-00346-4
U2 - 10.1007/s13385-023-00346-4
DO - 10.1007/s13385-023-00346-4
M3 - Journal article
VL - 13
SP - 571
EP - 606
JO - European Actuarial Journal
JF - European Actuarial Journal
SN - 2190-9733
ER -
ID: 358007355