The following pages link to The distributions of annuities (Q1341325):
Displaying 14 items.
- The GARCH (1,1)-\(M\) model: results for the densities of the variance and the mean (Q1293814) (← links)
- Martingales, scale functions and stochastic life annuities: A note (Q1293823) (← links)
- Supermodular ordering and stochastic annuities (Q1302132) (← links)
- A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate (Q1381157) (← links)
- IBNR reserves under stochastic interest rates (Q1381454) (← links)
- Bounds for present value functions with stochastic interest rates and stochastic volatility. (Q1394966) (← links)
- Function space integration for annuities. (Q1413284) (← links)
- Optimal asset allocation in life annuities: a note. (Q1413310) (← links)
- Annuities with controlled random interest rates. (Q1413394) (← links)
- Closed-form approximations for diffusion densities: A path integral approach. (Q1426782) (← links)
- An analytic expression for the distribution of the generalized Shiryaev-Roberts diffusion. The Fourier spectral expansion approach (Q2404186) (← links)
- A recursive scheme for perpetuities with random positive interest rates. Part I. Analytical results (Q4248557) (← links)
- A Note on the Quasi-stationary Distribution of the Shiryaev Martingale on the Positive Half-Line (Q4618067) (← links)
- Stochastic Life Annuities (Q5019716) (← links)
