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  • The Probability of Ruin in an Autoregressive Model
    The Probability of Ruin in an Autoregressive Model This paper addresses the autoregressive model and shows that the boundedness restriction can be removed from the basic result on the probability ...

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    • Authors: S. Promislow
    • Date: Jan 1991
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Actuarial Research Clearing House
    • Topics: Modeling & Statistical Methods
  • General Financial Transactions and Applications to the Theory of Teichroew Robichek & Montalbano
    General Financial Transactions and Applications to the Theory of Teichroew Robichek & Montalbano The goal of this paper was to establish the main results of assigning internal rates of retum ...

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    • Authors: S. Promislow, David Spring
    • Date: Jan 1993
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Actuarial Research Clearing House
    • Topics: Modeling & Statistical Methods
  • Axioms for the Internal Rate of Return of an Investment Project
    Axioms for the Internal Rate of Return of an Investment Project This paper studies the internal rate of return of a finite series of cash flows in terms of three natural axioms. Examples of rate ...

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    • Authors: S. Promislow, David Spring
    • Date: Jan 1992
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Actuarial Research Clearing House
    • Topics: Modeling & Statistical Methods>Asset modeling