Actuarial calculation of annuities under Markov stochastic interest rate model (Q6559903)
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scientific article; zbMATH DE number 7869306
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| English | Actuarial calculation of annuities under Markov stochastic interest rate model |
scientific article; zbMATH DE number 7869306 |
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Actuarial calculation of annuities under Markov stochastic interest rate model (English)
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21 June 2024
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Markov stochastic interest rate
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annuity
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annuity operator polynomials
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expected present value
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variance of present value
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0.7788447141647339
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0.7719869017601013
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0.761989414691925
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