Pages that link to "Item:Q3978168"
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The following pages link to The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding (Q3978168):
Displayed 50 items.
- The premium and the risk of a life policy in the presence of interest rate fluctuations (Q2485526) (← links)
- Tail asymptotics for exponential functionals of Lévy processes (Q2490054) (← links)
- Discrete sums of geometric Brownian motions, annuities and Asian options (Q2520429) (← links)
- Recurrent extensions of self-similar Markov processes and Cramér's condition (Q2565930) (← links)
- Lévy integrals and the stationarity of generalised Ornstein-Uhlenbeck processes (Q2568302) (← links)
- Large deviations and ruin probabilities for solutions to stochastic recurrence equations with heavy-tailed innovations (Q2571701) (← links)
- Methods for evaluating density functions of exponential functionals represented as integrals of geometric Brownian motion (Q2583513) (← links)
- Probing option prices for information (Q2642481) (← links)
- Poisson kernel and Green function of the ball in real hyperbolic spaces (Q2642708) (← links)
- Extensions of Bougerol's identity in law and the associated anticipative path transformations (Q2668501) (← links)
- On asymptotic behavior of solutions of linear inhomogeneous stochastic differential equations with correlated inputs (Q2680508) (← links)
- Limit theorems for discounted convergent perpetuities. II (Q2685145) (← links)
- On two-dimensional extensions of Bougerol's identity in law (Q2686011) (← links)
- (Q2711695) (← links)
- Explicit Formulae in Probability and in Statistical Physics (Q2798593) (← links)
- Finite-Time Blowup and Existence of Global Positive Solutions of a Semi-linear Stochastic Partial Differential Equation with Fractional Noise (Q2946087) (← links)
- Short Maturity Asian Options in Local Volatility Models (Q2953946) (← links)
- Weak Stationarity of Ornstein-Uhlenbeck Processes with Stochastic Speed of Mean Reversion (Q2956051) (← links)
- Poisson kernels on semi-direct products of abelian groups (Q2976182) (← links)
- Exit times densities of the Bessel process (Q2980835) (← links)
- Comparing Approximations for Risk Measures of Sums of Nonindependent Lognormal Random Variables (Q3010444) (← links)
- Long-run growth rate in a random multiplicative model (Q3189951) (← links)
- Correlated continuous-time random walks—scaling limits and Langevin picture (Q3301355) (← links)
- ASYMPTOTIC BEHAVIOR OF DISTRIBUTION DENSITIES IN MODELS WITH STOCHASTIC VOLATILITY. I (Q3576957) (← links)
- Computer algebra in probability and statistics (Q4036290) (← links)
- A recursive scheme for perpetuities with random positive interest rates. Part I. Analytical results (Q4248557) (← links)
- A Recursive Scheme for Perpetuities with Random Positive Interest Rates. II: The Impenetrable Wall (Q4258728) (← links)
- Moments of the present value of a portfolio of policies (Q4311652) (← links)
- BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES (Q4372019) (← links)
- Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time (Q4407161) (← links)
- PASSPORT OPTIONS (Q4419297) (← links)
- An exponential functional of random walks (Q4435683) (← links)
- Some problems in actuarial finance involving sums of dependent risks (Q4469561) (← links)
- Pricing of Volume-Weighted Average Options: Analytical Approximations and Numerical Results (Q4561946) (← links)
- The area of a spectrally positive stable process stopped at zero (Q4581300) (← links)
- An Elliptic PDE with Convex Solutions (Q4608146) (← links)
- Financial jeopardy (Q4610211) (← links)
- NEW RESULTS ON THE DISTRIBUTION OF DISCOUNTED COMPOUND POISSON SUMS (Q4629476) (← links)
- On the law of homogeneous stable functionals (Q4629951) (← links)
- The log-normal approximation in financial and other computations (Q4662236) (← links)
- Risk theory of the second and third kind (Q4844220) (← links)
- A stochastic model for the force of interest (Q4859995) (← links)
- The Laplace Transform of Hitting Times of Integrated Geometric Brownian Motion (Q4918578) (← links)
- A time‐continuous markov chain interest model with applications to insurance (Q4940114) (← links)
- On Exponential Functionals of Processes with Independent Increments (Q4961777) (← links)
- Global and non-global solutions of a fractional reaction-diffusion equation perturbed by a fractional noise (Q4965505) (← links)
- Stochastic Life Annuities (Q5019716) (← links)
- Operator level limit of the circular Jacobi β-ensemble (Q5041698) (← links)
- Utilitarian versus neutralitarian design of endowment fund policies (Q5042788) (← links)
- On the stochastic singular Cucker–Smale model: Well-posedness, collision-avoidance and flocking (Q5068827) (← links)