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Actuarial calculation of annuities under Markov stochastic interest rate model - MaRDI portal

Actuarial calculation of annuities under Markov stochastic interest rate model (Q6559903)

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scientific article; zbMATH DE number 7869306
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Actuarial calculation of annuities under Markov stochastic interest rate model
scientific article; zbMATH DE number 7869306

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    Actuarial calculation of annuities under Markov stochastic interest rate model (English)
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    21 June 2024
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    Markov stochastic interest rate
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    annuity
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    annuity operator polynomials
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    expected present value
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    variance of present value
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