A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate (Q1381157)
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scientific article; zbMATH DE number 1129226
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate |
scientific article; zbMATH DE number 1129226 |
Statements
A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate (English)
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4 May 1998
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Wiener process
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moment generating function
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annuity certain
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stochastic interest rate
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IBNR results
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pension fund calculations
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