Thomas Braun

Bielefeld University - Department of Business Administration and Economics

P.O. Box 100131

D-33501 Bielefeld, NRW 33501

Germany

SCHOLARLY PAPERS

2

DOWNLOADS

181

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

How to Extract Short-Rate Expectations from the Extended Vasicek Model

Number of pages: 10 Posted: 05 Oct 2012
Thomas Braun
Bielefeld University - Department of Business Administration and Economics
Downloads 150 (233,399)

Abstract:

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extended Vasicek model, term structure of interest rates, expectations hypothesis, liquidity premia, term premia

2.

Mortality Laws for Pricing Statutory Nurse and Health Care Policies

Number of pages: 14 Posted: 05 Oct 2012
Thomas Braun
Bielefeld University - Department of Business Administration and Economics
Downloads 31 (545,799)

Abstract:

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heterogenous frailty, life table, mortality law, nurse care insurance, Perks’ law