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

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