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Entrance times of random walks: with applications to pension fund modeling
Soren Fiig Jarner, Morten Tolver Kronborg
Department of Mathematical Sciences
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Dive into the research topics of 'Entrance times of random walks: with applications to pension fund modeling'. Together they form a unique fingerprint.
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Business & Economics
Random Walk
100%
Pension Funds
99%
Modeling
54%
Mean-variance Analysis
26%
Stationary Distribution
23%
Characteristic Function
23%
Generating Function
23%
Stationarity
20%
Markov Chain
20%
Sampling
19%
Derivatives
17%
Simulation
12%
Profit
10%
Mathematics
Random walk
80%
Modeling
60%
Exact Simulation
27%
Sum formula
23%
Profit
21%
Stationarity
20%
Factorial
19%
Stationary Distribution
18%
Characteristic Function
18%
Model-based
16%
Generating Function
15%
Markov chain
15%
Partition
13%
Moment
12%
Model
12%
Derivative
11%