Interest randomness in annuities certain (Q1209481)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Interest randomness in annuities certain |
scientific article; zbMATH DE number 167977
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Interest randomness in annuities certain |
scientific article; zbMATH DE number 167977 |
Statements
Interest randomness in annuities certain (English)
0 references
16 May 1993
0 references
This paper discusses the path-integral evaluation of the expectation \[ E\left[\exp\left(-\int^ n_ 0\varphi(t,X(t))dt\right)\right], \] where \(\{X(t)\}\) is a stochastic process with continuous paths. In particular, it considers the special case \(\varphi(t,X(t))=\exp[-\delta t-X(t)]\).
0 references
annuities certain
0 references
probability generating function
0 references
density functions
0 references
functional integration
0 references
insurance cycles
0 references
Brownian motion
0 references
Wiener process
0 references
path-integral
0 references
continuous paths
0 references
