Skip to main navigation
Skip to search
Skip to main content
University of Copenhagen Research Portal Home
Help & FAQ
Dansk
English
Home
Profiles
Research output
Research units
Press/Media
Activities
Prizes
???studenttheses???
Datasets
Search by expertise, name or affiliation
Random recurrence equations and ruin in a Markov-dependent stochastic economic environment
Jeffrey F. Collamore
Department of Mathematical Sciences
30
Citations (Scopus)
904
Downloads (Pure)
Overview
Fingerprint
Fingerprint
Dive into the research topics of 'Random recurrence equations and ruin in a Markov-dependent stochastic economic environment'. Together they form a unique fingerprint.
Sort by
Weight
Alphabetically
Mathematics
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%
Business & Economics
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%