What is "short rate"

Short rate may refer to:

• Short rate (old short rate) cancellation (insurance), a penalty method of calculating return premium of an insurance policy
• Short rate (90% pro rata) cancellation (insurance), a penalty method of calculating return premium of an insurance policy
• Short-rate model (interest), a mathematical model that describes the future evolution of interest rates by describing the future evolution of the short rate

Category:Insurance terms Category:Mathematical finance