OpenAlex | Stochastic Interest Model Based on Compound Poisson Process and Applications in Actuarial Science

Stochastic Interest Model Based on Compound Poisson Process and Applications in Actuarial Science

Work

Year: 2017

Type: article

Abstract: Considering stochastic behavior of interest rates in financial market, we construct a new class of interest models based on compound Poisson process. Different from the references, this paper describe... more

Source: Mathematical Problems in Engineering

Authors Shilong Li, Chuancun Yin, Xia Zhao, Hongshuai Dai

Institutions Qufu Normal University, Shandong University of Finance and Economics, Shanghai University of International Business and Economics

Cites: 22

Cited by: 5

Related to: 10

FWCI: 2.776

Citation percentile (by year/subfield): 84.64

Topic: Insurance, Mortality, Demography, Risk Management

Subfield: Demography

Field: Social Sciences

Domain: Social Sciences

Open Access status: gold

APC paid (est): $2,400

Funders National Natural Science Foundation of China, National Natural Science Foundation of China

Grant IDS 11571198, 71671104