Approximations for the distribution of perpetuities with small discount rates
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Publication:6079113
DOI10.1002/nav.22058zbMath1523.60050OpenAlexW4280537022WikidataQ114235457 ScholiaQ114235457MaRDI QIDQ6079113
Peter W. Glynn, Jose H. Blanchet
Publication date: 25 October 2023
Published in: Naval Research Logistics (NRL) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/nav.22058
Central limit and other weak theorems (60F05) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Stochastic analysis (60H99)
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