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Statistical aspects of divergence measures

✍ Scribed by Inder Jeet Taneja


Publisher
Elsevier Science
Year
1987
Tongue
English
Weight
462 KB
Volume
16
Category
Article
ISSN
0378-3758

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Statistical Aspects of Perpetuities
✍ Rudolf GrΓΌbel; Susan M Pitts πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 161 KB

For a distribution + on the unit interval we define the associated perpetuity 9( +) a sequence of independent random variables with distribution +. Such quantities arise in insurance mathematics and in many other areas. We prove the differentiability of the perpetuity functional 9 with respect to i