The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding (Q3978168): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1080/03461238.1990.10413872 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2067329282 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4404205 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5560061 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limit theorems for the present value of the surplus of an insurance portfolio / rank
 
Normal rank
Property / cites work
 
Property / cites work: Notes on the dynamics of pension funding / rank
 
Normal rank
Property / cites work
 
Property / cites work: The stochastic equation <i>Y<sub>n</sub></i><sub>+1</sub>=<i>A<sub>n</sub>Y<sub>n</sub> + B<sub>n</sub></i> with stationary coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: Explicit stationary distributions for compositions of random functions and products of random matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: The First Passage Problem for a Continuous Markov Process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3745131 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak convergence of random growth processes with applications to insurance / rank
 
Normal rank
Property / cites work
 
Property / cites work: A diffusion approximation for the ruin function of a risk process with compounding assets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5538132 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5624436 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Diffusion premiums for claim severities subject to inflation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3868650 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5653395 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4189915 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A class of approximations of ruin probabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: A remark on ‘A class of approximations of ruin probabilities’ / rank
 
Normal rank
Property / cites work
 
Property / cites work: Diffusion approximations to linear stochastic difference equations with stationary coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ruin problems with compounding assets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Diffusion approximations in collective risk theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4076577 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3923307 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3215519 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An order statistic characterization of the poisson renewal process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5570526 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Asymptotic Theory of Growth Under Uncertainty / rank
 
Normal rank
Property / cites work
 
Property / cites work: A stochastic-dynamic approach to pension funding / rank
 
Normal rank
Property / cites work
 
Property / cites work: A two-parameter family of pension contribution functions and stochastic optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the probability of ruin of risk processes approximated by a diffusion process / rank
 
Normal rank
Property / cites work
 
Property / cites work: A New Representation for Stochastic Integrals and Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Invariance principle for integral type functionals of square-integrable martingales / rank
 
Normal rank
Property / cites work
 
Property / cites work: On secondary processes generated by a Poisson process and their applications in physics / rank
 
Normal rank
Property / cites work
 
Property / cites work: On stochastic processes connected with certain physical recording apparatuses / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5683989 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a stochastic difference equation and a representation of non–negative infinitely divisible random variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Probability of ruin for a risk process with claims cost inflation / rank
 
Normal rank
Property / cites work
 
Property / cites work: The total claims distribution under inflationary conditions / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a continuous analogue of the stochastic difference equation \(X_ n\) = rho X//(n-1) + \(B_ n\). / rank
 
Normal rank

Latest revision as of 11:13, 15 May 2024

scientific article
Language Label Description Also known as
English
The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding
scientific article

    Statements

    The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding (English)
    0 references
    0 references
    25 June 1992
    0 references
    0 references
    random rates of return
    0 references
    stochastic difference equation
    0 references
    discounted sums of random variables
    0 references
    future cash flows
    0 references
    risk theory
    0 references
    pension funding
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references