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
-
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: 28 dez. 2025. -
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 2025 dez. 28 ] -
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 2025 dez. 28 ] - Functional regression models with dependence on derivatives
- Invariant distribution of a non linear time series with uniform noise
- Invariant distribution of a non linear time series with uniform noise
- Some inequalities and asymptotics for a weighted alternate binomial sum
- A note on sequence of non correlated dependent random variables
- Modeling daily extreme long-returns
- Poissonian tree constructed from independent Poisson processes
- Neglecting higher order infinitesimals and the study of some measures
- Sure inference analysis
- Primeira variação da energia e geodésicas na geometria sub-riemanniana
How to cite
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
