Vanneste, M.; Goovaerts, M. J.; De Schepper, A.; Dhaene, J. A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate. (English) Zbl 0893.62105 Insur. Math. Econ. 20, No. 1, 35-41 (1997). MSC: 62P05 60J70 PDFBibTeX XMLCite \textit{M. Vanneste} et al., Insur. Math. Econ. 20, No. 1, 35--41 (1997; Zbl 0893.62105) Full Text: DOI
Vanneste, M.; Goovaerts, M. J.; Labie, E. The distributions of annuities. (English) Zbl 0814.62069 Insur. Math. Econ. 15, No. 1, 37-48 (1994). MSC: 62P05 62M99 PDFBibTeX XMLCite \textit{M. Vanneste} et al., Insur. Math. Econ. 15, No. 1, 37--48 (1994; Zbl 0814.62069) Full Text: DOI
Vanneste, M.; Goovaerts, M. J.; De Vylder, F.; Kaas, R. Evaluation techniques for distributions arising from stochastic processes defined from a Lagrangian. (English) Zbl 0807.62084 Bl., Dtsch. Ges. Versicherungsmath. 21, No. 1, 1-12 (1993). MSC: 62P05 60H99 60E99 60G99 PDFBibTeX XMLCite \textit{M. Vanneste} et al., Bl., Dtsch. Ges. Versicherungsmath. 21, No. 1, 1--12 (1993; Zbl 0807.62084) Full Text: DOI