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Long-range dependence
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Insurance / Mathematics & economics
Physica A: Statistical Mechanics and its Applications
31
STICERD - Econometrics Paper Series
12
Annals of the Institute of Statistical Mathematics
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LSE Research Online Documents on Economics
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CoFE discussion papers
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MPRA Paper
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Statistical Inference for Stochastic Processes
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Technical Reports / Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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CESifo Working Paper
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Finance and Stochastics
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1
Stochastic mortality dynamics driven by mixed fractional Brownian motion
Zhou, Hongjuan
;
Zhou, Kenneth Q.
;
Li, Xianping
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 218-238
Persistent link: https://www.econbiz.de/10013380522
Saved in:
2
Volterra mortality model : actuarial valuation and risk management with
long-range
dependence
Wang, Ling
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012482737
Saved in:
3
Time-consistent longevity hedging with
long-range
dependence
Wang, Ling
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 25-41
Persistent link: https://www.econbiz.de/10012649205
Saved in:
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