Mathematical and Statistical Methods for Actuarial Sciences and Finance
From MaRDI portal
Publication:5899640
DOI10.1007/978-3-319-05014-0zbMath1328.91006OpenAlexW395961945MaRDI QIDQ5899640
No author found.
Publication date: 4 January 2016
Full work available at URL: https://doi.org/10.1007/978-3-319-05014-0
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (7)
The echelon Markov and Chebyshev inequalities ⋮ The multivariate Markov and multiple Chebyshev inequalities ⋮ EXACT DISTRIBUTION OF INTERMITTENTLY CHANGING POSITIVE AND NEGATIVE COMPOUND POISSON PROCESS DRIVEN BY AN ALTERNATING RENEWAL PROCESS AND RELATED FUNCTIONS ⋮ Ornstein-Uhlenbeck processes of bounded variation ⋮ ON THE AGGREGATION OF EXPERTS' INFORMATION IN BONUS–MALUS SYSTEMS ⋮ Discretely observed Brownian motion governed by telegraph process: estimation ⋮ Some Improvements on Markov's Theorem with Extensions
This page was built for publication: Mathematical and Statistical Methods for Actuarial Sciences and Finance