On the Distribution of Life Annuities with Stochastic Interest Rates
Author(s) -
Tom Hoedemakers,
Grzegorz Darkiewicz,
Marc Goovaerts
Publication year - 2006
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.875310
Subject(s) - mathematics , econometrics , interest rate , statistics , economics , short rate model , distribution (mathematics) , actuarial science , mathematical analysis , finance
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