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 27 items.
- An identity of hitting times and its application to the valuation of guaranteed minimum withdrawal benefit (Q253095) (← links)
- On simulation and properties of the stable law (Q257653) (← links)
- Poisson kernels on nilpotent, 3-meta-abelian groups (Q268184) (← links)
- In the insurance business risky investments are dangerous: the case of negative risk sums (Q287663) (← links)
- Perpetual integrals for Lévy processes (Q325924) (← links)
- Another look at the integral of exponential Brownian motion and the pricing of Asian options (Q331365) (← links)
- On the self-decomposability of the Fréchet distribution (Q391070) (← links)
- Law of the absorption time of some positive self-similar Markov processes (Q414288) (← links)
- Efficient rare-event simulation for perpetuities (Q449227) (← links)
- From Sturm-Liouville problems to fractional and anomalous diffusions (Q449235) (← links)
- Continuous-time perpetuities and time reversal of diffusions (Q503390) (← links)
- Continuous state branching processes in random environment: the Brownian case (Q511139) (← links)
- Random difference equations with subexponential innovations (Q525896) (← links)
- Geodesics and flows in a Poissonian city (Q549856) (← links)
- An upper bound for the Poisson kernel on higher rank \(NA\) groups (Q645040) (← links)
- A linear algebraic method for pricing temporary life annuities and insurance policies (Q661219) (← links)
- Spiking the random matrix hard edge (Q682806) (← links)
- Estimates for the Poisson kernel and the evolution kernel on the Heisenberg group (Q692818) (← links)
- Quasi-stationary distributions and Yaglom limits of self-similar Markov processes (Q713217) (← links)
- Tree structured independence for exponential Brownian functionals (Q734668) (← links)
- Asymptotic ruin probabilities for proportional investment under interest force with dominatedly-varying-tailed claims (Q744743) (← links)
- Random recurrence equations and ruin in a Markov-dependent stochastic economic environment (Q835065) (← links)
- Analytic bounds and approximations for annuities and Asian options (Q931209) (← links)
- A uniform asymptotic estimate for discounted aggregate claims with subexponential tails (Q938042) (← links)
- Finite-time blowup and existence of global positive solutions of a semi-linear SPDE (Q980998) (← links)
- Valuation of cash flows under random rates of interest: a linear algebraic approach (Q997086) (← links)
- Poisson kernels of half-spaces in real hyperbolic spaces (Q997809) (← links)