A second order stochastic differential equation for the force of interest (Q1902633): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/0167-6687(95)00005-d / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2006480469 / rank | |||
Normal rank | |||
Latest revision as of 09:08, 30 July 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
