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Annuities with controlled random interest rates. - MaRDI portal

Annuities with controlled random interest rates. (Q1413394)

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scientific article; zbMATH DE number 2004078
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Annuities with controlled random interest rates.
scientific article; zbMATH DE number 2004078

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    Annuities with controlled random interest rates. (English)
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    16 November 2003
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    Annuity
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    Random interest rate
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    Reflected Brownian motion
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    Switchover
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    Random lifetime
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    Vasicek process
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