Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Jochen Wolf"'
Publikováno v:
European Actuarial Journal. 6:97-111
Within the framework of Markov chains we study the joint impact of fertility and unemployment on the level of Riester annuities in the German market. Using raw data of the Federal Statistical Office and the National Employment Agency, we allow for de
Publikováno v:
Random Operators and Stochastic Equations. 12
Publikováno v:
Bernoulli 7, no. 2 (2001), 363-379
Generalizing work by Lyons and Zheng, we study Dirichlet processes admitting a decomposition into the sum of a forward and a backward local martingale plus a bounded variation process. We develop a framework of stochastic calculus for these processes
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::820b2575da85d3003e0ecfe8bb9f83d0
http://projecteuclid.org/euclid.bj/1080222085
http://projecteuclid.org/euclid.bj/1080222085