A recursive scheme for perpetuities with random positive interest rates. Part I. Analytical results : 074008 (M10,E51) De Schepper A. (∗), Goovaerts M.J. (∗∗), Kaas R., RUCA, University of Antwerp (∗), Katholieke Universiteit Leuven, Belgium (∗∗), University of Amsterdam, The Netherlands, Astin Colloquium Leuven, 1995

• Publisher: Elsevier Science
• Year: 1996
• Tongue: English
• Weight: 118 KB
• Volume: 17
• Category: Article
• ISSN: 0167-6687
• DOI: 10.1016/s0167-6687(96)90022-0