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Minimum probability function of crossing the upper regulatory threshold for asset-liability management - MaRDI portal

Minimum probability function of crossing the upper regulatory threshold for asset-liability management

From MaRDI portal
Publication:5079153

DOI10.1080/03610926.2020.1734824OpenAlexW3009774677MaRDI QIDQ5079153

Peilong Shen, Danping Li, De-Lei Sheng

Publication date: 25 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2020.1734824






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