The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding

DOI10.1080/03461238.1990.10413872zbMath0743.62101OpenAlexW2067329282MaRDI QIDQ3978168

Publication date: 25 June 1992

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1990.10413872

zbMATH Keywords

stochastic difference equation risk theory future cash flows pension funding random rates of return discounted sums of random variables

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Sums of independent random variables; random walks (60G50)

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