Approach of the value of an annuity when non-central moments of the capitalization factor are known: an R application with interest rates following normal and beta distributions
This paper proposes an expression of the value of an annuity with payments of 1 unit each when the interest rate is random. In order to attain this objective, we proceed on the assumption that the non-central moments of the capitalization factor are known. Specifically, to calculate the value of the...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Accademia Piceno Aprutina dei Velati
2015-07-01
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| Series: | Ratio Mathematica |
| Subjects: | |
| Online Access: | http://eiris.it/ojs/index.php/ratiomathematica/article/view/25 |