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.
- A stochastic interest model with an application to insurance (Q1209485) (← links)
- On Bougerol and Dufresne's identities for exponential Brownian functionals (Q1283165) (← links)
- Martingales, scale functions and stochastic life annuities: A note (Q1293823) (← links)
- Supermodular ordering and stochastic annuities (Q1302132) (← links)
- An analytical inversion of a Laplace transform related to annuities certain (Q1329411) (← links)
- The distributions of annuities (Q1341325) (← links)
- The random difference equation \(X_ n = A_ n X_{n-1} + B_ n\) in the critical case (Q1356352) (← links)
- A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate (Q1381157) (← links)
- Stochastic pension fund modelling (Q1381473) (← links)
- The present value of a stochastic perpetuity and the gamma distribution (Q1381480) (← links)
- Bounds for present value functions with stochastic interest rates and stochastic volatility. (Q1394966) (← links)
- On the entire moments of self-similar Markov processes and exponential functionals of Lévy processes (Q1407384) (← links)
- Function space integration for annuities. (Q1413284) (← links)
- Optimal asset allocation in life annuities: a note. (Q1413310) (← links)
- The concept of comonotonicity in actuarial science and finance: applications. (Q1413349) (← links)
- Interpretation via Brownian motion of some independence properties between GIG and gamma variables. (Q1424466) (← links)
- Ruin problems with assets and liabilities of diffusion type (Q1593636) (← links)
- Some absolute continuity relationships for certain anticipative transformations of geometric Brownian motions. (Q1596544) (← links)
- Asymptotic behavior of posterior distribution of the change-point parameter (Q1611818) (← links)
- Further studies on square-root boundaries for Bessel processes (Q1663749) (← links)
- On moments of integral exponential functionals of additive processes (Q1726859) (← links)
- A matrix Bougerol identity and the Hua-Pickrell measures (Q1748555) (← links)
- Conditioned stochastic differential equations: theory, examples and application to finance. (Q1766028) (← links)
- On an extension of Dufresne's relation between exponential Brownian functionals from opposite drifts to two different drifts: A short proof (Q1827551) (← links)
- Random difference equations with logarithmic distribution and the triggered shot noise (Q1866182) (← links)
- A counting process approach to stochastic interest (Q1905000) (← links)
- On the distribution of a randomly discounted compound Poisson process (Q1915839) (← links)
- Present value distributions with applications to ruin theory and stochastic equations (Q1965872) (← links)
- On life insurance reserves in a stochastic mortality and interest rates environment (Q1974029) (← links)
- Some specific density functions of aggregated discounted claims with dependent risks (Q1979985) (← links)
- Pension saving schemes with return smoothing mechanism (Q2015634) (← links)
- Optimal control for a linear quadratic problem with a stochastic time scale (Q2034831) (← links)
- Qualitative properties of different numerical methods for the inhomogeneous geometric Brownian motion (Q2074883) (← links)
- The many faces of the stochastic zeta function (Q2088130) (← links)
- Random entire functions from random polynomials with real zeros (Q2094590) (← links)
- Laplacian and Brownian motion on positive definite matrices, revisited (Q2105362) (← links)
- Finite-time blow-up of a non-local stochastic parabolic problem (Q2196381) (← links)
- On some identities in law involving exponential functionals of Brownian motion and Cauchy random variable (Q2196538) (← links)
- Weak LQG metrics and Liouville first passage percolation (Q2200501) (← links)
- On distributions of exponential functionals of the processes with independent increments (Q2218142) (← links)
- Pricing vulnerable claims in a Lévy-driven model (Q2255005) (← links)
- On the stochastic equation \(\mathcal{L}(Z) = \mathcal{L} [V(X + Z)]\) and properties of Mittag-Leffler distributions (Q2279610) (← links)
- Solvency need resulting from reserving risk in a ORSA context (Q2282735) (← links)
- Ruin probabilities for a Lévy-driven generalised Ornstein-Uhlenbeck process (Q2282962) (← links)
- Renewal sums under mixtures of exponentials (Q2335655) (← links)
- Analysis of survivorship life insurance portfolios with stochastic rates of return (Q2364002) (← links)
- Risk theory in a stochastic economic environment (Q2368172) (← links)
- On the density of exponential functionals of Lévy processes (Q2435229) (← links)
- Rates of convergence of a transient diffusion in a spectrally negative Lévy potential (Q2468428) (← links)
- Bounds for in-progress floating-strike Asian options using symmetry (Q2480218) (← links)