Extra randomness in certain annuity models (Q1185320)

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scientific article; zbMATH DE number 38213
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Extra randomness in certain annuity models
scientific article; zbMATH DE number 38213

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    Extra randomness in certain annuity models (English)
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    28 June 1992
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    random interest rates
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    joint randomness in interest and mortality
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    Wiener process
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    future lifetimes
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    annuities
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    mean values
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    standard deviations
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    present values of future payment streams
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    boundary crossing probabilities
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