An analytical inversion of a Laplace transform related to annuities certain

DOI10.1016/0167-6687(94)00004-2zbMath0796.62092MaRDI QIDQ1329411

Marc J. Goovaerts, Ann De Schepper, M. Teunen

Publication date: 4 July 1994

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(94)00004-2

zbMATH Keywords

stochastic interest rate; annuities certain; Laplace inversion of a modified Bessel function

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

44A10: Laplace transform

33C10: Bessel and Airy functions, cylinder functions, ({}_0F_1)

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