The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding
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Publication:3978168
DOI10.1080/03461238.1990.10413872zbMath0743.62101MaRDI QIDQ3978168
Publication date: 25 June 1992
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.1990.10413872
stochastic difference equation; risk theory; future cash flows; pension funding; random rates of return; discounted sums of random variables
62P05: Applications of statistics to actuarial sciences and financial mathematics
60G50: Sums of independent random variables; random walks
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