Moments of the accumulation of an annuity under independent identically distributed interest rates

Jim Farmer

Research output: Contribution to journalArticle

Abstract

Direct expressions are derived for the first four moments of the accumulation of an annuity under the assumption of independent identically distributed interest rates.
Original languageEnglish
Number of pages12
JournalDepartment of Actuarial Studies Research Paper Series
Volume2007
Issue number04
Publication statusPublished - 2007

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