A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate (Q1381157): 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
@@ Property / cites work: Extra randomness in certain annuity models / rank @@
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+Interest randomness in annuities certain
@@ Property / cites work: Interest randomness in annuities certain / rank @@
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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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+The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding
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+BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES
@@ Property / cites work: BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES / rank @@
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+The distributions of annuities
@@ Property / cites work: The distributions of annuities / rank @@
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+Loi de l'indice du lacet Brownien, et distribution de Hartman-Watson
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+On some exponential functionals of Brownian motion
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+From planar Brownian windings to Asian options
@@ Property / cites work: From planar Brownian windings to Asian options / rank @@
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+https://doi.org/10.1016/s0167-6687(97)00004-8
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+W2001576913
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