Dual random model of increasing annuity (Q5953364)
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scientific article; zbMATH DE number 1694158
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| English | Dual random model of increasing annuity |
scientific article; zbMATH DE number 1694158 |
Statements
Dual random model of increasing annuity (English)
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25 November 2002
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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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increasing annuity
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random interest
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mortality
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0.7902382016181946
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0.7850738763809204
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