𝔖 Bobbio Scriptorium
✦   LIBER   ✦

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

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.


📜 SIMILAR VOLUMES


Extreme value theory for stochastic proc
📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 114 KB

## 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.

Asymptotic expansions at work : 074019 (
📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 117 KB

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

The aftermath of Cramér's work on stocha
📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 114 KB

## 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.

Risk theory of the second and third kind
📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 114 KB

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.

An overview of the theory of large devia
📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 225 KB

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.