Funder
Swedish Export Credit Corp. (SEK)
Filip Lundberg
Eir’s 50 Years
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference24 articles.
1. Stochastic modelling of disability insurance in a multi-period framework;Aro;Scand. Actuar. J,2013
2. Bentata, A., Cont, R., 2012. Mimicking the marginal distributions of a semimartingale, arXiv:0910.3992.
3. Occupation measures for controlled Markov processes: characterization and optimality;Bhatt;Ann. Probab.,1996
4. Affine processes for dynamic mortality and actuarial valuations;Biffis;Insurance Math. Econom.,2005
5. Mimicking finite dimensional marginals of a controlled diffusion by simpler controls;Borkar;Stochastic Process. Appl.,1989
Cited by
7 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献