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- W2378739915 abstract "The increasing life annuity under stochastic interest rate is studied. The authors established a model for the accumulation function of the force of interest with Gauss process,and obtained the general expression of all order moments of present value.Especially when the Ornstein-Uhlenbeck process is applied to establish a model for the cumulative function of the force of interest,with death distribution following the exponential distribution and De Moivre distribution,we obtained the concrete expression of all the order moments." @default.
- W2378739915 created "2016-06-24" @default.
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- W2378739915 date "2009-01-01" @default.
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- W2378739915 title "Increasing life annuities under stochastic interest rate" @default.
- W2378739915 hasPublicationYear "2009" @default.
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