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“Martingale valuation of cash flows for insurance and interest models” by J. F. Carrière, July 2004 (Discussion). (English) Zbl 1085.60510

MSC:

60H30 Applications of stochastic analysis (to PDEs, etc.)
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References:

[1] Sethi S. P., SIAM Journal of Mathematical Analysis 15 pp 1100– (1984) · Zbl 0575.90008 · doi:10.1137/0515086
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