Bounds for present value functions with stochastic interest rates and stochastic volatility. (Q1394966): Difference between revisions

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+Discounting Certain Random Sums
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+A stochastic integral arising in discounting continuous cash flows and certain transformed characteristic functions
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+Analytical and computer simulation techniques for a stochastic model arising in discounting continuous uniform cash flows
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+Interest and mortality randomness in some annuities
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+Extra randomness in certain annuity models
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+Some further results on annuities certain with random interest
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+The Laplace transform of annuities certain with exponential time distribution
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+The safest dependence structure among risks.
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+On positive and negative moments of the integral of geometric Brownian motions
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+Stability of pension systems when rates of return are random
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+The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding
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+The integral of geometric Brownian motion
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+BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES
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+Some problems in actuarial finance involving sums of dependent risks
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+Upper and lower bounds for sums of random variables
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+The present value of a stochastic perpetuity and the gamma distribution
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+Martingales, scale functions and stochastic life annuities: A note
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+Moments of the present value of a portfolio of policies
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+Q4258749
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+Risk analysis for a stochastic cash manangement model with two type of customers
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+Function space integration for annuities.
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+Computations of moments for discounted Brownian additive functionals
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+Q4301147
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+MODELING STOCHASTIC VOLATILITY: A REVIEW AND COMPARATIVE STUDY
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+The distributions of annuities
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+A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate
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+A stochastic discounting model arising in competing risks management
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+From planar Brownian windings to Asian options
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+Exponential functionals of Brownian motion and related processes
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