Pages that link to "Item:Q3978168"
From MaRDI portal
The following pages link to The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding (Q3978168):
Displayed 32 items.
- 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)
- (Q2711695) (← 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)
- 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)
- 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)
- Asian Options Under One-Sided Lévy Models (Q5299562) (← links)
- Fractional Moments of Solutions to Stochastic Recurrence Equations (Q5407021) (← links)
- PRICING EQUITY DERIVATIVES SUBJECT TO BANKRUPTCY (Q5488975) (← links)
- Self-Annuitization and Ruin in Retirement (Q5718137) (← links)
- Stochastic Analysis of the Interaction Between Investment and Insurance Risks (Q5718254) (← links)
- Exponential Functionals of Brownian Motion and Explosion Times of a System of Semilinear SPDEs (Q5746989) (← links)
- Statistical aspects of perpetuities (Q5926426) (← links)
- Moments of compound renewal sums with discounted claims (Q5938019) (← links)
- Comparison of individual risk models (Q5938025) (← links)
- Perpetuities and asymptotic change-point analysis (Q5953891) (← links)