A second order stochastic differential equation for the force of interest (Q1902633)
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scientific article; zbMATH DE number 819420
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A second order stochastic differential equation for the force of interest |
scientific article; zbMATH DE number 819420 |
Statements
A second order stochastic differential equation for the force of interest (English)
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21 April 1996
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interest rates
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present value
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force of interest
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linear second order stochastic differential equation
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discounting process
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immediate annuities certain
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first three moments
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expected value
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autocovariance function
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0.8763933
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0.8745933
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0.8726447
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0.8668131
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