IBNR reserves under stochastic interest rates.

Authors
Publication date 1997
Journal Insurance: Mathematics & Economics
Volume | Issue number 21
Pages (from-to) 225-244
Organisations
  • Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
Document type Article
Published at https://doi.org/10.1016/S0167-6687(97)00033-4
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