Yields on lottery bonds

DOI10.1016/0167-6687(88)90102-3zbMATH Open0637.62100OpenAlexW2082365937MaRDI QIDQ1098533FDOQ1098533

Authors: Henrik Ramlau-Hansen 

Publication date: 1988

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(88)90102-3

Recommendations

• Su un piano ottimale d'ammortamento di un prestito diviso in obbligazioni
• Forecasting demands on bonds
• On a model of investment strategy formation on the bonds market
• Publication:4887839
• Estimating the frequency distribution of the numbers bet on the California lottery

zbMATH Keywords

asymptotic normalityconvergence in distributioninternal rate of returnmartingale difference arraysinvestment in lottery bondsperiodic yields

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (1)

• Generalized Makeham's formula and economic profitability

This page was built for publication: Yields on lottery bonds

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1098533)