Proof of the perpetuity equation

DOI10.1016/J.AML.2012.05.010MaRDI QIDQ714538zbMATH OpenOpenAlexFDO

Authors Thomas Morin, Shaunak S. Dabadghao

Publication date 11 October 2012

Published in Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.aml.2012.05.010

zbMATH Keywords

annuitycapitalized costorder relationperpetuityreal numberstrichotomy law

Mathematics Subject Classification ID

Financial applications of other theories (91G80)

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• The present value of a stochastic perpetuity and the gamma distribution
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Cites work

• scientific article; zbMATH DE number 3163006 (Why is no real title available?)
• scientific article; zbMATH DE number 3203929 (Why is no real title available?)
• Monotonicity and the principle of optimality

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