Interest randomness in annuities certain (Q1209481): Difference between revisions
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Revision as of 02:32, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Interest randomness in annuities certain |
scientific article |
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Interest randomness in annuities certain (English)
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16 May 1993
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This paper discusses the path-integral evaluation of the expectation \[ E\left[\exp\left(-\int^ n_ 0\varphi(t,X(t))dt\right)\right], \] where \(\{X(t)\}\) is a stochastic process with continuous paths. In particular, it considers the special case \(\varphi(t,X(t))=\exp[-\delta t-X(t)]\).
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annuities certain
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probability generating function
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density functions
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functional integration
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insurance cycles
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Brownian motion
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Wiener process
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path-integral
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continuous paths
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