Dual random model of increasing annuity

DOI10.1007/S11766-001-0012-4MaRDI QIDQ5953364zbMATH OpenOpenAlexFDO

Authors Wenjiong He, Yi Zhang

Publication date 25 November 2002

Published in Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11766-001-0012-4

zbMATH Keywords

increasing annuitymortalityrandom interest

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35)

Review text

The authors study a system of annuity benefits where the number of payments is limited but the amount paid each year increases over time in a geometric progression. The interest rate is assumed to be a random process. The authors obtain, under general conditions, the moments of the present value of benefits.

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Cites work

• A recursive scheme for perpetuities with random positive interest rates. Part I. Analytical results
• Extra randomness in certain annuity models
• scientific article; zbMATH DE number 5504766 (Why is no real title available?)
• scientific article; zbMATH DE number 1187288 (Why is no real title available?)
• Interest and mortality randomness in some annuities
• Interest randomness in annuities certain
• Some further results on annuities certain with random interest
• The Laplace transform of annuities certain with exponential time distribution

Cited in

(4)

• Dual random model of increasing life insurance for multiple-life status
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• scientific article; zbMATH DE number 2148014 (Why is no real title available?)
• Accelerating the premiums for annuities, life annuities and life insurance

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