The present value of a stochastic perpetuity and the gamma distribution (Q1381480)
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scientific article; zbMATH DE number 1129629
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The present value of a stochastic perpetuity and the gamma distribution |
scientific article; zbMATH DE number 1129629 |
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The present value of a stochastic perpetuity and the gamma distribution (English)
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5 January 1999
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gamma distribution
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stochastic calculus
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martingales
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endowments
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0.8728954
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0.8556891
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0.8452508
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