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Extreme value theory for stochastic processes : 074014 (M11) Rootzén H., Chalmers University of Technology, Sweden, Scandinavian Actuarial Journal, Harald Cramér Symposium, nr. 1, 1995, pp. 54–65

Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
114 KB
Volume
17
Category
Article
ISSN
0167-6687

No coin nor oath required. For personal study only.

✦ Synopsis

Reviews

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.

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## Reviews 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.