The distributions of annuities
作者： M. Vanneste , M.J. Goovaerts , E. Labie
DOI: 10.1016/0167-6687(94)00018-2
关键词: Connection (mathematics) 、 Stochastic process 、 Bessel function 、 Interest rate 、 Intensity (heat transfer) 、 Statistical physics 、 Distribution (mathematics) 、 Mathematics 、 Transformation (function) 、 Functional integration 、 Mathematical analysis
摘要: Abstract Based on some evaluation techniques for Feynman integrals we deduce the distribution of annuities with random interest rate derived from a particular Lagrangian. A linear risk free intensity as well an arbitrary function describing is considered. In addition, transformation integrals, related to time changes in stochastic processes, provides us connection Bessel processes.
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