๐”– Bobbio Scriptorium
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Interest randomness in annuities certain

โœ Scribed by A. De Schepper; F. De Vylder; M. Goovaerts; R. Kaas


Book ID
103589298
Publisher
Elsevier Science
Year
1992
Tongue
English
Weight
597 KB
Volume
11
Category
Article
ISSN
0167-6687

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Extra randomness in certain annuity mode
โœ John A. Beekman; Clinton P. Fuelling ๐Ÿ“‚ Article ๐Ÿ“… 1992 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 725 KB
A straightforward analytical calculation
โœ M. Vanneste; M.J. Goovaerts; A. De Schepper; J. Dhaene ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 305 KB

Starting from the moment generating function of the annuity certain with stochastic interest rate written by means of a time discretization of the Wiener process as an n-fold integral, a straightforward evaluation of the corresponding distribution function is obtained by letting n tend to infinity.