Entrance times of random walks - Publications from the Department

Department of Mathematical Sciences

Entrance times of random walks: with applications to pension fund modeling

Research output: Contribution to journal › Journal article › Research › peer-review

Soren Fiig Jarner
Morten Tolver Kronborg

Original language	English
Journal	Insurance: Mathematics and Economics
Volume	67
Pages (from-to)	1-20
ISSN	0167-6687
DOIs	https://doi.org/10.1016/j.insmatheco.2015.11.006
Publication status	Published - Mar 2016

Research areas

Random walks, Entrance times, Factorial moment, Partition sum, Stationarity, Exact simulation, Collective pension fund, With-profits contracts

ID: 169139969