Ruined moments in your life: how good are the approximations? (Q977151): Difference between revisions

@@ Property / author @@
-Hua-xiong Huang
@@ Property / author: Hua-xiong Huang / rank @@
-Normal rank
@@ Property / author @@
-Q977149
@@ Property / author: Q977149 / rank @@
-Normal rank
@@ Property / author @@
+Hua-xiong Huang
@@ Property / author: Hua-xiong Huang / rank @@
+Normal rank
@@ Property / author @@
+Moshe Arye Milevsky
@@ Property / author: Moshe Arye Milevsky / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2004.03.006
+Normal rank
@@ Property / OpenAlex ID @@
+W3124848992
@@ Property / OpenAlex ID: W3124848992 / rank @@
+Normal rank
@@ Property / cites work @@
+Arbitrage Theory in Continuous Time
@@ Property / cites work: Arbitrage Theory in Continuous Time / rank @@
+Normal rank
@@ Property / cites work @@
+Pensionmetrics 2: Stochastic pension plan design during the distribution phase.
+Normal rank
@@ Property / cites work @@
+The concept of comonotonicity in actuarial science and finance: theory.
+Normal rank
@@ Property / cites work @@
+The concept of comonotonicity in actuarial science and finance: applications.
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4463256
@@ Property / cites work: Q4463256 / rank @@
+Normal rank
@@ Property / cites work @@
+The present value of a stochastic perpetuity and the gamma distribution
+Normal rank
@@ Property / cites work @@
+Martingales, scale functions and stochastic life annuities: A note
+Normal rank
@@ Property / cites work @@
+Self-Annuitization and Ruin in Retirement
@@ Property / cites work: Self-Annuitization and Ruin in Retirement / rank @@
+Normal rank
@@ Property / cites work @@
+The hurdle-race problem.
@@ Property / cites work: The hurdle-race problem. / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:977151