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Chapter 5. Life annuities. Manual for SOA Exam MLC.
 

Summary: 1/32
Chapter 5. Life annuities.
Manual for SOA Exam MLC.
Chapter 5. Life annuities.
Section 5.6. Non­level payments annuities.
c 2009. Miguel A. Arcones. All rights reserved.
Extract from:
"Arcones' Manual for the SOA Exam MLC. Fall 2009 Edition".
available at http://www.actexmadriver.com/
c 2009. Miguel A. Arcones. All rights reserved. Manual for SOA Exam MLC.
2/32
Chapter 5. Life annuities. Section 5.6. Non­level payments annuities.
Non­level payments annuities
In general, we can consider the case of life annuities with varying
payments and general discount rates. Recall that vt is the t­year
discount factor. The force of interest is t = - d
dt ln vt =
- d
dt
vt

  

Source: Arcones, Miguel A. - Department of Mathematical Sciences, State University of New York at Binghamton

 

Collections: Mathematics