A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate - Concepedia

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A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate

DOI Full Paper Access

15

Citations

11

References

1997

Year

Michiel Vanneste, Marc Goovaerts, Ann De Schepper, Jan Dhaene

Insurance Mathematics and Economics

Term Structure ModelEngineeringStochastic CalculusStochastic Interest RateStochastic AnalysisProbability TheoryFinanceStraightforward Analytical CalculationForward Rate

References

	Year	Citations

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