Pages that link to "Item:Q1381157"
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The following pages link to A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate (Q1381157):
Displaying 10 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)
- 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)
- On life insurance reserves in a stochastic mortality and interest rates environment (Q1974029) (← links)
- A recursive scheme for perpetuities with random positive interest rates. Part I. Analytical results (Q4248557) (← links)
- Stochastic Life Annuities (Q5019716) (← links)
- Self-Annuitization and Ruin in Retirement (Q5718137) (← links)
