Optimal asset allocation in life annuities: a note. (Q1413310): Difference between revisions

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+MaRDI publication profile
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+Interest and mortality randomness in some annuities
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+Extra randomness in certain annuity models
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+Q3773148
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+No-arbitrage pricing for life insurance and annuities.
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+Interest randomness in annuities certain
@@ Property / cites work: Interest randomness in annuities certain / rank @@
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+An analytical inversion of a Laplace transform related to annuities certain
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+The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding
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+Present value distributions with applications to ruin theory and stochastic equations
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+Q4002114
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+Normal rank
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+Linear models of economic survival under production uncertainty
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+Optimum consumption and portfolio rules in a continuous-time model
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+An Asymptotic Theory of Growth Under Uncertainty
@@ Property / cites work: An Asymptotic Theory of Growth Under Uncertainty / rank @@
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+The present value of a stochastic perpetuity and the gamma distribution
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+Risk theory in a stochastic economic environment
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+Income uncertainty and the demand for annuities
@@ Property / cites work: Income uncertainty and the demand for annuities / rank @@
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+The distributions of annuities
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+A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate
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+On some exponential functionals of Brownian motion
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