## 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.
Factorization theory for probability distributions : 074013 (M11) Bondesson L., University of Uppsala, Sweden, Scandinavian Actuarial Journal, Harald Cramér Symposium, nr. 1, 1995, pp. 44–53
- Publisher
- Elsevier Science
- Year
- 1996
- Tongue
- English
- Weight
- 114 KB
- Volume
- 17
- Category
- Article
- ISSN
- 0167-6687
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✦ 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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Donsker-Varadhan theory, and other modern developments. We then apply the large deviation theorems to three models in statist\_i.cal mechanics, the Curie-Weiss model, the Curie-Weiss-Potts model, and the Ising model. These models are analyzed by the three respective levels of the Donsker-Varadhan th
## 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.
Abstracts and 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.
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.