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 13 items.
- 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)
- Some perpetual integral functionals of the three-dimensional Bessel process (Q6038465) (← links)
- Integral functionals for spectrally positive Lévy processes (Q6046190) (← links)
- First-passage functionals for Ornstein–Uhlenbeck process with stochastic resetting (Q6053776) (← links)
- Approximations for the distribution of perpetuities with small discount rates (Q6079113) (← links)
- The stochastic flocking model with far-field degenerate communication (Q6110951) (← links)
- Exact solution of interacting particle systems related to random matrices (Q6135930) (← links)
- Invariance of Brownian motion associated with exponential functionals (Q6145596) (← links)
- The Minkowski content measure for the Liouville quantum gravity metric (Q6151953) (← links)
- Three-point correlation functions in the \(\mathfrak{sl}_3\) Toda theory. I: Reflection coefficients (Q6186493) (← links)
- Modelling Temperature Using CARMA Processes with Stochastic Speed of Mean Reversion for Temperature Insurance Pricing (Q6200564) (← links)