scientific article; zbMATH DE number 6874544

DOI10.13548/J.SXZZ.20170401.009zbMath1413.62193MaRDI QIDQ4640673

Qingfang Wang, Shuidi Huang, Li Yu

Publication date: 25 May 2018

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

discount rateduration of ruindouble type riskfirst-order autoregressive structure

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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