## Interest randomness in annuities certain.(English)Zbl 0778.62098

This paper discusses the path-integral evaluation of the expectation $E\left[\exp\left(-\int^ n_ 0\varphi(t,X(t))dt\right)\right],$ where $$\{X(t)\}$$ is a stochastic process with continuous paths. In particular, it considers the special case $$\varphi(t,X(t))=\exp[-\delta t-X(t)]$$.
Reviewer: E.Shiu (Iowa City)

### MSC:

 62P05 Applications of statistics to actuarial sciences and financial mathematics 60H05 Stochastic integrals
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### References:

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