Interest randomness in annuities certain (Q1209481): Difference between revisions
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| Property / author: Ann De Schepper / rank | |||
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| Property / author: Q595309 / rank | |||
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| Property / author: Marc J. Goovaerts / rank | |||
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| Property / author: Rob Kaas / rank | |||
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| Property / author: Ann De Schepper / rank | |||
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| Property / author: F. Etienne De Vylder / rank | |||
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| Property / author: Marc J. Goovaerts / rank | |||
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| Property / author: Rob Kaas / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL: https://doi.org/10.1016/0167-6687(92)90015-4 / rank | |||
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| Property / OpenAlex ID: W2045152648 / rank | |||
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| Property / cites work | |||
| Property / cites work: Interest and mortality randomness in some annuities / rank | |||
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| Property / cites work: Extra randomness in certain annuity models / rank | |||
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| Property / cites work: The Laplace transform of annuities certain with exponential time distribution / rank | |||
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| Property / cites work: A stochastic approach to insurance cycles / rank | |||
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Latest revision as of 15:38, 17 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Interest randomness in annuities certain |
scientific article |
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Interest randomness in annuities certain (English)
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16 May 1993
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This paper discusses the path-integral evaluation of the expectation \[ E\left[\exp\left(-\int^ n_ 0\varphi(t,X(t))dt\right)\right], \] where \(\{X(t)\}\) is a stochastic process with continuous paths. In particular, it considers the special case \(\varphi(t,X(t))=\exp[-\delta t-X(t)]\).
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annuities certain
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probability generating function
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density functions
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functional integration
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insurance cycles
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Brownian motion
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Wiener process
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path-integral
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continuous paths
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