TY  - RPRT
AU  - Usábel Rodrigo, Miguel Arturo
PY  - 1997
SN  - 2255-5471
UR  - https://hdl.handle.net/20.500.14352/64128
AB  - In many empirical situations (e.g.:Libor), the rate of interest will remain fixed at a certain level(random instantaneous rate &i) for a random period of time(ti) until a new random rate should be considered, &i+ 1, that will remain for ti+ 1, waiting...
LA  - eng
A3  - Facultad de Ciencias Económicas y Empresariales. Decanato
KW  - Procesos estocásticos
KW  - Seguros
KW  - Modelos matemáticos.
TI  - Insurance considering a new stochastic model for the discount factor
TY  - technical report
VL  - 1997
ER  -