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Random recurrence equations and ruin in a Markov-dependent stochastic economic environment
Jeffrey F. Collamore
Institut for Matematiske Fag
30
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Alfabetisk
Matematik
Recurrence Equations
100%
Economics
67%
Perpetuity
60%
Tail Asymptotics
52%
Financial Mathematics
52%
ARCH Models
51%
Markovian Process
51%
Dependent
50%
Probability of Ruin
50%
GARCH
50%
Time Series Models
43%
Insurance
40%
Large Deviations
38%
Recurrence
36%
Operator
35%
Extremes
34%
Markov chain
31%
Random variable
27%
Non-negative
26%
Erhverv og økonomi
Ruin
96%
Economic Environment
71%
Operator
68%
Insurance Mathematics
64%
Financial Mathematics
56%
Probability of Ruin
56%
Large Deviations
51%
ARCH Models
45%
Markov Chain
41%
Time Series Models
40%
Random Variables
38%
GARCH
38%