Fluctuating interest rates

DOI10.2307/1426648zbMATH Open0396.62079OpenAlexW2328597160MaRDI QIDQ4179726FDOQ4179726

Authors: J. H. Pollard 

Publication date: 1978

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1426648

zbMATH Keywords

Fluctuating Interest RatesMortality FluctuationsSecond-Order Autoregressive Process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited In (1)

• On simple approximate calculations appropriate to populations with random growth rates

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