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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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Business & Economics
Characteristic Function
23%
Derivatives
17%
Generating Function
23%
Markov Chain
20%
Mean-variance Analysis
26%
Modeling
54%
Pension Funds
99%
Profit
10%
Random Walk
100%
Sampling
19%
Simulation
12%
Stationarity
20%
Stationary Distribution
23%
Mathematics
Characteristic Function
18%
Derivative
11%
Exact Simulation
27%
Factorial
19%
Generating Function
15%
Markov chain
15%
Model
12%
Model-based
16%
Modeling
60%
Moment
12%
Partition
13%
Profit
21%
Random walk
80%
Stationarity
20%
Stationary Distribution
18%
Sum formula
23%