Interest randomness in annuities certain
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Publication:1209481
DOI10.1016/0167-6687(92)90015-4zbMath0778.62098OpenAlexW2045152648MaRDI QIDQ1209481
F. Etienne De Vylder, Marc J. Goovaerts, Rob Kaas, Ann De Schepper
Publication date: 16 May 1993
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(92)90015-4
probability generating functionWiener processBrownian motiondensity functionsfunctional integrationpath-integralcontinuous pathsinsurance cyclesannuities certain
Applications of statistics to actuarial sciences and financial mathematics (62P05) Stochastic integrals (60H05)
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