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Moment-Matching Approximations for Stochastic Sums in Non-Gaussian Ornstein–Uhlenbeck Models

Real property, probate, and trust journal Pub Date : 2020-12-14 DOI:10.1016/j.insmatheco.2020.12.002
R. Brignone, I. Kyriakou, Gianluca Fusai
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非高斯Ornstein-Uhlenbeck模型中随机和的矩匹配近似
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Real property, probate, and trust journal
Real property, probate, and trust journal
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