Interest and Mortality Randomness in Some Annuities
作者： John A. Beekman , Clinton P. Fuelling
DOI: 10.1016/0167-6687(90)90033-A
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摘要: Abstract A model is presented which can be used when interest rates and future lifetimes are random, for certain annuities. Expressions the mean values standard deviations of present payment streams obtained. These in determining contingency reserves possible adverse mortality experience collections life annuity contracts. Several complete examples considered. Certain boundary crossing probabilities stochastic process component
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