Interest and mortality randomness in some annuities (Q923581): Difference between revisions

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Latest revision as of 10:55, 21 June 2024

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Interest and mortality randomness in some annuities
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    Interest and mortality randomness in some annuities (English)
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    1990
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    random interest rates
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    joint randomness in interest and mortality
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    Ornstein-Uhlenbeck process
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    function space integrals
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    mean values
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    standard deviations
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    present values of future payment streams
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    contingency reserves
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    adverse interest
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    mortality experience
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    life annuity contracts
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    boundary crossing probabilities
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