Proof of the perpetuity equation

DOI10.1016/J.AML.2012.05.010zbMATH Open1386.91183OpenAlexW2062970266MaRDI QIDQ714538FDOQ714538

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

Recommendations

• The present value of a stochastic perpetuity and the gamma distribution
• Statistical aspects of perpetuities
• On distributional properties of perpetuities
• A recursive scheme for perpetuities with random positive interest rates. Part I. Analytical results
• Simulating perpetuities

zbMATH Keywords

annuityorder relationreal numbersperpetuitycapitalized costtrichotomy law

Mathematics Subject Classification ID

Financial applications of other theories (91G80)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Monotonicity and the principle of optimality

This page was built for publication: Proof of the perpetuity equation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q714538)