Correction to: Yield curve shapes and the asymptotic short rate distribution in affine one-factor models

We consider a model for interest rates, where the short rate is given by a time-homogenous, one-dimensional affine process in the sense of Duffie, Filipović, and Schachermayer. We show that in such a model yield curves can only be normal, inverse or humped (i.e. endowed with a single local maximum). Each case can be characterized by simple conditions on the present short rate rt. We give conditions under which the short rate process will converge to a limit distribution and describe the limit distribution in terms of its cumulant generating function. We apply our results to the Vasiček model, the CIR model, a CIR model with added jumps and a model of Ornstein-Uhlenbeck type.