Infinite horizon non ruin probability for a non homogeneous risk process with time-varying premium and interest rates (2007)
- Autor:
- Autor USP: MIRANDA, JOSÉ CARLOS SIMON DE - IME
- Unidade: IME
- Subjects: ANÁLISE DE SÉRIES TEMPORAIS; ESTATÍSTICA E PROBABILIDADE
- Language: Inglês
- Imprenta:
- Source:
- Título: Proceedings
- Conference titles: Brazilian Conference on Statistical Modelling and Finance
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ABNT
MIRANDA, José Carlos Simon de. Infinite horizon non ruin probability for a non homogeneous risk process with time-varying premium and interest rates. 2007, Anais.. São Paulo: IME-USP, 2007. . Acesso em: 13 fev. 2026. -
APA
Miranda, J. C. S. de. (2007). Infinite horizon non ruin probability for a non homogeneous risk process with time-varying premium and interest rates. In Proceedings. São Paulo: IME-USP. -
NLM
Miranda JCS de. Infinite horizon non ruin probability for a non homogeneous risk process with time-varying premium and interest rates. Proceedings. 2007 ;[citado 2026 fev. 13 ] -
Vancouver
Miranda JCS de. Infinite horizon non ruin probability for a non homogeneous risk process with time-varying premium and interest rates. Proceedings. 2007 ;[citado 2026 fev. 13 ] - Invariant distribution of a non linear time series with uniform noise
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