Entrance times of random walks: with applications to pension fund modeling

Soren Fiig Jarner, Morten Tolver Kronborg

Original languageEnglish
JournalInsurance: Mathematics and Economics
Volume67
Pages (from-to)1-20
ISSN0167-6687
DOIs
Publication statusPublished - 1 Mar 2016

Keywords

  • Random walks
  • Entrance times
  • Factorial moment
  • Partition sum
  • Stationarity
  • Exact simulation
  • Collective pension fund
  • With-profits contracts

Fingerprint

Dive into the research topics of 'Entrance times of random walks: with applications to pension fund modeling'. Together they form a unique fingerprint.

Cite this