Publication
Title
General annuities under truncate stochastic interest rates
Author
Abstract
An important part of the current nancial and actuarial research deals with the investigation of present value functions in the case of a stochastic interest rate. In the present contribution, it is shown how interest rates can be restricted to meet special types of nancial or actuarial constraints. Approximate but analytical expressions are given for the distribution of dierent types of annuities, and their accuracy is illustrated graphically.
Language
English
Source (series)
Research paper / UA, Faculteit TEW ; 200:016
Publication
Antwerp : UA, 2004
Volume/pages
13 p.
Full text (open access)
UAntwerpen
Faculty/Department
Research group
Publication type
Affiliation
Publications with a UAntwerp address
External links
Record
Identification
Creation 08.10.2008
Last edited 04.09.2013
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