A second order stochastic differential equation for the force of interest (Q1902633): Difference between revisions

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+MaRDI publication profile
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+Q4404205
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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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+Stochastic discounting
@@ Property / cites work: Stochastic discounting / rank @@
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+Some further results on annuities certain with random interest
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+Remarks on the methodology introduced by Goovaerts et al
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+Q3711562
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+Moments of the present value of a portfolio of policies
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+On some exponential functionals of Brownian motion
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/0167-6687(95)00005-d
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+W2006480469
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+Publication:1902633