## 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.
Some recent developments in statistical theory : 074004 (M02) Scandinavian Actuarial Journal, Harald Cramér Symposium, nr. 1, 1995, pp. 29–34
✍ Scribed by D.R. Cox
- Publisher
- Elsevier Science
- Year
- 1996
- Tongue
- English
- Weight
- 118 KB
- Volume
- 17
- Category
- Article
- ISSN
- 0167-6687
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✦ Synopsis
Some rece developments in statistical theory.
📜 SIMILAR VOLUMES
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.
## 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.