A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate (Q1381157): Difference between revisions

@@ Property / author @@
-Marc J. Goovaerts
@@ Property / author: Marc J. Goovaerts / rank @@
-Normal rank
@@ Property / author @@
-Ann De Schepper
@@ Property / author: Ann De Schepper / rank @@
-Normal rank
@@ Property / author @@
-Jan Dhaene
@@ Property / author: Jan Dhaene / rank @@
-Normal rank
@@ Property / author @@
+Marc J. Goovaerts
@@ Property / author: Marc J. Goovaerts / rank @@
+Normal rank
@@ Property / author @@
+Ann De Schepper
@@ Property / author: Ann De Schepper / rank @@
+Normal rank
@@ Property / author @@
+Jan Dhaene
@@ Property / author: Jan Dhaene / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Interest and mortality randomness in some annuities
+Normal rank
@@ Property / cites work @@
+Extra randomness in certain annuity models
@@ Property / cites work: Extra randomness in certain annuity models / rank @@
+Normal rank
@@ Property / cites work @@
+Interest randomness in annuities certain
@@ Property / cites work: Interest randomness in annuities certain / rank @@
+Normal rank
@@ Property / cites work @@
+The Laplace transform of annuities certain with exponential time distribution
+Normal rank
@@ Property / cites work @@
+An analytical inversion of a Laplace transform related to annuities certain
+Normal rank
@@ Property / cites work @@
+The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding
+Normal rank
@@ Property / cites work @@
+BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES
@@ Property / cites work: BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES / rank @@
+Normal rank
@@ Property / cites work @@
+The distributions of annuities
@@ Property / cites work: The distributions of annuities / rank @@
+Normal rank
@@ Property / cites work @@
+Loi de l'indice du lacet Brownien, et distribution de Hartman-Watson
+Normal rank
@@ Property / cites work @@
+On some exponential functionals of Brownian motion
+Normal rank
@@ Property / cites work @@
+From planar Brownian windings to Asian options
@@ Property / cites work: From planar Brownian windings to Asian options / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0167-6687(97)00004-8
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@@ Property / OpenAlex ID @@
+W2001576913
@@ Property / OpenAlex ID: W2001576913 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:1381157