Last passage times for generalized drawdown processes with applications

IF 1.6 3区经济学 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS

Scandinavian Actuarial Journal Pub Date : 2024-08-13 DOI:10.1080/03461238.2024.2387037

Shu Li, Zijia Wang

引用次数: 0

Abstract

In recent years, there has been a significant amount of work dedicated to the study of the generalized drawdown process with its extensive applications in insurance and finance. While existing stud...

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有应用的广义缩减过程的最后通过时间

近年来，有大量工作致力于研究广义提款过程，并将其广泛应用于保险和金融领域。虽然现有的研究...

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来源期刊

Scandinavian Actuarial Journal MATHEMATICS, INTERDISCIPLINARY APPLICATIONS-STATISTICS & PROBABILITY

CiteScore

3.30

自引率

11.10%

发文量

审稿时长

>12 weeks

期刊介绍： Scandinavian Actuarial Journal is a journal for actuarial sciences that deals, in theory and application, with mathematical methods for insurance and related matters. The bounds of actuarial mathematics are determined by the area of application rather than by uniformity of methods and techniques. Therefore, a paper of interest to Scandinavian Actuarial Journal may have its theoretical basis in probability theory, statistics, operations research, numerical analysis, computer science, demography, mathematical economics, or any other area of applied mathematics; the main criterion is that the paper should be of specific relevance to actuarial applications.