MCMC, Metropolis-Hastings, annuity pricing, parameter uncertainty, term structure model, two-factor Cairns model, two-factor Vasicek model, yield curve forecasting
hdl.handle.net/1765/39154
Erasmus School of Economics

Leuwattanachotinan, C, Cairns, A.J.G, & Streftaris, G. (2012). Model Fitting of a Two-Factor Arbitrage-Free Model for the Term Structure of Interest Rates using Markov Chain Monte Carlo: Part 2: Applications with UK Data. Retrieved from http://hdl.handle.net/1765/39154