๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

A NOTE ON PRICING INFLATION-INDEXED LIFE ANNUITIES

โœ Scribed by D. LAZAR


Book ID
124993951
Publisher
Akadmiai Kiad
Year
2007
Tongue
English
Weight
1019 KB
Volume
57
Category
Article
ISSN
0001-6373

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๐Ÿ“œ SIMILAR VOLUMES


A Note on TIAA Annuities
โœ Joseph M. Belth ๐Ÿ“‚ Article ๐Ÿ“… 1976 ๐Ÿ› American Association of University Professors โš– 404 KB
Martingales, scale functions and stochas
โœ Moshe Arye Milevsky ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 68 KB

In this note we derive the most general conditions under which the probability distribution of a generalized stochastic life annuity can be obtained by using the scale function methodology. Our main result is that the cumulative distribution function (CDF) of the generalized stochastic life annuity