Bibliographical references


Abramowitz, M. and Stegun, I.A. (1972). Handbook of Mathematical Functions. New York, N.Y. Dover Publications.

Ang, A. and Sherris, M. (1997). Interest Rate Management: Developments in interest rate temr structure modelling for risk management and valuation of interest-rate-dependent cash flows. North American Actuarial Journal. Volume 1, number 2. April, 1997. pgs 1-26.

Bowers,.N.L., Gerber, H.U., Hickman, J.C. Jones, D.A. and Nesbitt, C.J. (1986) Actuarial Mathematics. Ithasca,Ill.: Society of Actuaries.

Bühlmann, H. (1995). Life insurance with stochastic interest rates. Financial Risk in Insurance. Ed. G. Ottaviani. Springer-Verlag Heidelberg.

Davies, B. and Martin, B.(1979). Numerical inversion of the Laplace transform: a survey anrl comparison of methods. Journal of computational physics 33, pgs. 1-32.

Gradshteyn, I. and Ryzhik, I. (1994). Table of integrals, series and products. Academic Press, Inc. San Diego, Ca.

Hürlirnann, W. (1993). Methodes Stochastiques d'evaluation du rendiment. Proc. 3rd AFIR international Colloquium. Roma.

Parker, G. (1997). Stochastic Analysis of the interaction between investment and insurance risks. North American Actuarial Journal. Volume 1, number 2. April, 1997. pgs 1-26.