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

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Standard

Entrance times of random walks : with applications to pension fund modeling. / Jarner, Soren Fiig; Kronborg, Morten Tolver.

I: Insurance: Mathematics and Economics, Bind 67, 03.2016, s. 1-20.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Jarner, SF & Kronborg, MT 2016, 'Entrance times of random walks: with applications to pension fund modeling', Insurance: Mathematics and Economics, bind 67, s. 1-20. https://doi.org/10.1016/j.insmatheco.2015.11.006

APA

Jarner, S. F., & Kronborg, M. T. (2016). Entrance times of random walks: with applications to pension fund modeling. Insurance: Mathematics and Economics, 67, 1-20. https://doi.org/10.1016/j.insmatheco.2015.11.006

Vancouver

Jarner SF, Kronborg MT. Entrance times of random walks: with applications to pension fund modeling. Insurance: Mathematics and Economics. 2016 mar.;67:1-20. https://doi.org/10.1016/j.insmatheco.2015.11.006

Author

Jarner, Soren Fiig ; Kronborg, Morten Tolver. / Entrance times of random walks : with applications to pension fund modeling. I: Insurance: Mathematics and Economics. 2016 ; Bind 67. s. 1-20.

Bibtex

@article{9cbbfc4626df46c6af88b2689564a315,
title = "Entrance times of random walks: with applications to pension fund modeling",
keywords = "Random walks, Entrance times, Factorial moment, Partition sum, Stationarity, Exact simulation, Collective pension fund, With-profits contracts",
author = "Jarner, {Soren Fiig} and Kronborg, {Morten Tolver}",
year = "2016",
month = mar,
doi = "10.1016/j.insmatheco.2015.11.006",
language = "English",
volume = "67",
pages = "1--20",
journal = "Insurance: Mathematics and Economics",
issn = "0167-6687",
publisher = "Elsevier",

}

RIS

TY - JOUR

T1 - Entrance times of random walks

T2 - with applications to pension fund modeling

AU - Jarner, Soren Fiig

AU - Kronborg, Morten Tolver

PY - 2016/3

Y1 - 2016/3

KW - Random walks

KW - Entrance times

KW - Factorial moment

KW - Partition sum

KW - Stationarity

KW - Exact simulation

KW - Collective pension fund

KW - With-profits contracts

U2 - 10.1016/j.insmatheco.2015.11.006

DO - 10.1016/j.insmatheco.2015.11.006

M3 - Journal article

VL - 67

SP - 1

EP - 20

JO - Insurance: Mathematics and Economics

JF - Insurance: Mathematics and Economics

SN - 0167-6687

ER -

ID: 169139969