Yields on lottery bonds

DOI10.1016/0167-6687(88)90102-3zbMath0637.62100OpenAlexW2082365937MaRDI QIDQ1098533

Henrik Ramlau-Hansen

Publication date: 1988

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(88)90102-3

zbMATH Keywords

asymptotic normalityconvergence in distributioninternal rate of returnmartingale difference arraysinvestment in lottery bondsperiodic yields

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items

Generalized Makeham's formula and economic profitability

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item