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The Probability of Ruin in an Autoregressive Model
PROBABILITY OF RUIN IN AN AUTOREGRESSIVE MODEL S. David Promis low Depar tment of Mathemat ics ... generalized port ions of this theory by cons ider ing s i tuat ions w i th dependent inc rements . A ...- Authors: S. Promislow
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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General Financial Transactions and Applications to the Theory of Teichroew Robichek & Montalbano
THE THEORY OF TEICHROEW ROBICHEK & MONTALBANO S. DAVID PROMISLOW York University, North York, Ontario ... < t < 0 J~'.Ci, for 0 < k_< t < k+l _< n '~i=U In the continuous case, t G(t) = fcs ds .O0 ...- Authors: S. Promislow, David Spring
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods