Annuities under random rates of interest -- revisited.

DOI10.1016/S0167-6687(03)00132-XzbMath1081.91013OpenAlexW2088851600MaRDI QIDQ1413414

Aleksander Weron, Krzysztof Burnecki, Agnieszka Marciniuk

Publication date: 16 November 2003

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-6687(03)00132-x

zbMATH Keywords

AnnuityRandom interest rateAccumulated valueFinance mathematics

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (3)

Annuities under random rates of interest -- revisited. ⋮ A linear algebraic method for pricing temporary life annuities and insurance policies ⋮ Valuation of cash flows under random rates of interest: a linear algebraic approach

Cites Work

• Annuities under random rates of interest -- revisited.
• Annuities under random rates of interest
• Unnamed Item

This page was built for publication: Annuities under random rates of interest -- revisited.