THE LAPLACE TRANSFORM OF ANNUITIES CERTAIN WITH EXPONENTIAL TIME DISTRIBUTION

被引：30

作者：

DESCHEPPER, A

GOOVAERTS, M

DELBAEN, F

机构：

[1] VRIJE UNIV BRUSSELS,B-1050 BRUSSELS,BELGIUM

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

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)90017-6

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

By means of Wiener processes, randomness in interest rates for annuities can be modelled. This paper wants to give an expression for the Laplace transform of annuities certain, when time is exponentially distributed.

引用

页码：291 / 294

页数：4

共 7 条

[1] 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
[2] GOOVAERTS MJ, 1992, IN PRESS INSURANCE M
[3] Gradshteyn I. S., 1980, TABLES INTEGRALS SER, V4th
[4] ON DISTRIBUTIONS OF CERTAIN WIENER FUNCTIONALS
KAC, M
[J]. TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY, 1949, 65 (JAN) : 1 - 13
[5] Morse P. M., 1953, METHODS THEORETICA 1
[6] Morse P M, 1953, METHODS THEORETICA 2
[7] [No title captured]

← 1 →