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Some further results on annuities certain with random interest

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  • De Schepper, A.
  • Goovaerts, M.

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Bibliographic Info

Article provided by Elsevier in its journal Insurance: Mathematics and Economics.

Volume (Year): 11 (1992)
Issue (Month): 4 (December)
Pages: 283-290

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Handle: RePEc:eee:insuma:v:11:y:1992:i:4:p:283-290

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Web page: http://www.elsevier.com/locate/inca/505554

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Cited by:
  1. Tsai, Chenghsien & Kuo, Weiyu & Chen, Wei-Kuang, 2002. "Early surrender and the distribution of policy reserves," Insurance: Mathematics and Economics, Elsevier, vol. 31(3), pages 429-445, December.
  2. DE SCHEPPER, Ann & GOOVAERTS, Marc & DHAENE, Jan & KAAS, Rob & VYNCKE, David, 2001. "Bounds for present value functions with stochastic interest rates and stochastic volatility," Working Papers 2001037, University of Antwerp, Faculty of Applied Economics.
  3. Parker, Gary, 1995. "A second order stochastic differential equation for the force of interest," Insurance: Mathematics and Economics, Elsevier, vol. 16(3), pages 211-224, July.

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