A second order stochastic differential equation for the force of interest (Q1902633): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 06:10, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A second order stochastic differential equation for the force of interest |
scientific article |
Statements
A second order stochastic differential equation for the force of interest (English)
0 references
21 April 1996
0 references
interest rates
0 references
present value
0 references
force of interest
0 references
linear second order stochastic differential equation
0 references
discounting process
0 references
immediate annuities certain
0 references
first three moments
0 references
expected value
0 references
autocovariance function
0 references
