✦ LIBER ✦
An overview of the theory of large deviations and applications to statistical mechanics : 074016 (M11) Ellis R.S., University of Massachusetts, Amherst, Scandinavian Actuarial Journal, Harald Cramér Symposium, nr. 1, 1995, pp. 97–142
- Publisher
- Elsevier Science
- Year
- 1996
- Tongue
- English
- Weight
- 225 KB
- Volume
- 17
- Category
- Article
- ISSN
- 0167-6687
No coin nor oath required. For personal study only.
✦ Synopsis
chain. The homogeneity of the interest process gives rise to explicit formulae for expected values of some stationary functionals, e.g. moments of a perpetuity.
$._~_ Applications are made to some standard forms of insurance.