SOME FURTHER RESULTS ON ANNUITIES CERTAIN WITH RANDOM INTEREST

被引：13

作者：

DESCHEPPER, A

GOOVAERTS, M

机构：

[1] CATHOLIC UNIV LEUVEN,B-3000 LOUVAIN,BELGIUM

[2] UNIV AMSTERDAM,AMSTERDAM,NETHERLANDS

来源：

INSURANCE MATHEMATICS & ECONOMICS | 1992年 / 11卷 / 04期

关键词：

ANNUITY CERTAIN; INTEREST RANDOMNESS;

D O I：

10.1016/0167-6687(92)90016-5

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

In a former contribution, the authors indicated how interest randomness in annuities can be modelled by means of Wiener processes or path-integrals. In particular, an expression was given for the Laplace transform when time is exponentially distributed. In this contribution we will derive the moment generating function and the moments as well as the distribution function for annuities certain.

引用

页码：283 / 290

页数：8

共 8 条

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BEEKMAN, JA
FUELLING, CP
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[3] DEELSTRA G, 1992, THESIS VRIJE U BRUSS
[4] THE LAPLACE TRANSFORM OF ANNUITIES CERTAIN WITH EXPONENTIAL TIME DISTRIBUTION
DESCHEPPER, A
GOOVAERTS, M
DELBAEN, F
[J]. INSURANCE MATHEMATICS & ECONOMICS, 1992, 11 (04) : 291 - 294
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[7] MORSE PM, 1953, METHODS THEORETICAL, V1
[8] Oberhettinger, 1973, TABLES LAPLACE TRANS

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