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Random recurrence equations and ruin in a Markov-dependent stochastic economic environment
Jeffrey F. Collamore
Department of Mathematical Sciences
30
Citations (Scopus)
904
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Dive into the research topics of 'Random recurrence equations and ruin in a Markov-dependent stochastic economic environment'. Together they form a unique fingerprint.
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Mathematics
ARCH Models
51%
Dependent
50%
Economics
67%
Extremes
34%
Financial Mathematics
52%
GARCH
50%
Insurance
40%
Large Deviations
38%
Markov chain
31%
Markovian Process
51%
Non-negative
26%
Operator
35%
Perpetuity
60%
Probability of Ruin
50%
Random variable
27%
Recurrence
36%
Recurrence Equations
100%
Tail Asymptotics
52%
Time Series Models
43%
Business & Economics
ARCH Models
45%
Economic Environment
71%
Financial Mathematics
56%
GARCH
38%
Insurance Mathematics
64%
Large Deviations
51%
Markov Chain
41%
Operator
68%
Probability of Ruin
56%
Random Variables
38%
Ruin
96%
Time Series Models
40%