| Article ID: | iaor19961257 |
| Country: | Belgium |
| Volume: | 36 |
| Start Page Number: | 65 |
| End Page Number: | 75 |
| Publication Date: | Jan 1994 |
| Journal: | Cahiers du Centre d'tudes de Recherche Oprationnelle |
| Authors: | Devolder Pierre |
| Keywords: | stochastic processes |
The purpose of this paper is to study the problem of indexation of annunities in a financial stochastic environment. The paper finds in particular an indexation rule for which the technical reserves are bounded.