Pages that link to "Item:Q4257252"
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The following pages link to Markov Chain Monte Carlo simulation of the distribution of some perpetuities (Q4257252):
Displaying 7 items.
- Continuous-time perpetuities and time reversal of diffusions (Q503390) (← links)
- Some results for classical risk process with stochastic return on investments (Q1566069) (← links)
- Sharp conditions for certain ruin in a risk process with stochastic return on investments (Q1805763) (← links)
- Lévy integrals and the stationarity of generalised Ornstein-Uhlenbeck processes (Q2568302) (← links)
- Simulation of the present value of perpetuity in CIR interest model (Q2924455) (← links)
- On exact sampling of stochastic perpetuities (Q3094482) (← links)
- (Q4433177) (← links)