Interest randomness and differential equations

DOI10.1007/BF02808909zbMath0806.62086OpenAlexW3021494729MaRDI QIDQ4320525

Marc J. Goovaerts, Ann De Schepper

Publication date: 31 January 1995

Published in: Blätter der DGVFM (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02808909

zbMATH Keywords

eigenvaluesWiener processeseigenfunctionsWiener integralsecond order differential equationsannuitiesrandomness in interest rates

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Stochastic analysis (60H99)

Cites Work

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• Interest randomness in annuities certain
• The Laplace transform of annuities certain with exponential time distribution
• On Distributions of Certain Wiener Functionals

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