Infinite horizon non ruin probability for a non homogeneous risk process with time-varying premium and interest rates (2006)
- Autor:
- Autor USP: MIRANDA, JOSÉ CARLOS SIMON DE - IME
- Unidade: IME
- Subjects: ANÁLISE DE SÉRIES TEMPORAIS; ESTATÍSTICA E PROBABILIDADE
- Language: Inglês
- Imprenta:
-
ABNT
MIRANDA, José Carlos Simon de. Infinite horizon non ruin probability for a non homogeneous risk process with time-varying premium and interest rates. . São Paulo: IME-USP. Disponível em: https://repositorio.usp.br/directbitstream/7d97f597-4c4b-4f9e-a041-68210c62e3f6/2897292.pdf. Acesso em: 01 abr. 2025. , 2006 -
APA
Miranda, J. C. S. de. (2006). Infinite horizon non ruin probability for a non homogeneous risk process with time-varying premium and interest rates. São Paulo: IME-USP. Recuperado de https://repositorio.usp.br/directbitstream/7d97f597-4c4b-4f9e-a041-68210c62e3f6/2897292.pdf -
NLM
Miranda JCS de. Infinite horizon non ruin probability for a non homogeneous risk process with time-varying premium and interest rates [Internet]. 2006 ;[citado 2025 abr. 01 ] Available from: https://repositorio.usp.br/directbitstream/7d97f597-4c4b-4f9e-a041-68210c62e3f6/2897292.pdf -
Vancouver
Miranda JCS de. Infinite horizon non ruin probability for a non homogeneous risk process with time-varying premium and interest rates [Internet]. 2006 ;[citado 2025 abr. 01 ] Available from: https://repositorio.usp.br/directbitstream/7d97f597-4c4b-4f9e-a041-68210c62e3f6/2897292.pdf - Modeling daily extreme long-returns
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