A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate (Q1381157): Difference between revisions
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| Property / author: Marc J. Goovaerts / rank | |||
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Revision as of 01:22, 11 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate |
scientific article |
Statements
A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate (English)
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4 May 1998
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Wiener process
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moment generating function
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annuity certain
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stochastic interest rate
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IBNR results
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pension fund calculations
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