Stochastic Life Annuities (Q5019716): Difference between revisions

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+W2103752652
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+Interest and mortality randomness in some annuities
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+Q3794956
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+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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+Q3773148
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+Interest randomness in annuities certain
@@ Property / cites work: Interest randomness in annuities certain / rank @@
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+Some further results on annuities certain with random interest
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+The Laplace transform of annuities certain with exponential time distribution
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+An analytical inversion of a Laplace transform related to annuities certain
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+Remarks on the methodology introduced by Goovaerts et al
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+Weak convergence of random growth processes with applications to insurance
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+The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding
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+Laguerre Series for Asian and Other Options
@@ Property / cites work: Laguerre Series for Asian and Other Options / rank @@
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+The integral of geometric Brownian motion
@@ Property / cites work: The integral of geometric Brownian motion / rank @@
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+The log-normal approximation in financial and other computations
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+Q3369466
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+Q5624436
@@ Property / cites work: Q5624436 / rank @@
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+BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES
@@ Property / cites work: BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES / rank @@
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+Martingales and stochastic integrals in the theory of continuous trading
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+Approximations for life annuity contracts in a stochastic financial environment
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+The moment problem for some Wiener functionals: corrections to previous proofs (with an appendix by H. L. Pedersen)
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+Methods for evaluating density functions of exponential functionals represented as integrals of geometric Brownian motion
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+Q3215519
@@ Property / cites work: Q3215519 / rank @@
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+Brownian Motion in the Stock Market
@@ Property / cites work: Brownian Motion in the Stock Market / rank @@
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+Moments of the present value of a portfolio of policies
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+A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate
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+The distributions of annuities
@@ Property / cites work: The distributions of annuities / rank @@
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+On some exponential functionals of Brownian motion
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+Exponential functionals of Brownian motion and related processes
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