Dual random model of increasing annuity (Q5953364)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Dual random model of increasing annuity |
scientific article; zbMATH DE number 1694158
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Dual random model of increasing annuity |
scientific article; zbMATH DE number 1694158 |
Statements
Dual random model of increasing annuity (English)
0 references
25 November 2002
0 references
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.
0 references
increasing annuity
0 references
random interest
0 references
mortality
0 references
0.7902382016181946
0 references
0.7850738763809204
0 references
