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Evaluating Quantile Reserve for Equity-Linked Insurance in a Stochastic Volatility Model: Long vs. Short Memory
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 40 / Issue 2 / November 2010
- Published online by Cambridge University Press:
- 09 August 2013, pp. 669-698
- Print publication:
- November 2010
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Asymptotic distribution of sum and maximum for Gaussian processes
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- Journal:
- Journal of Applied Probability / Volume 36 / Issue 4 / December 1999
- Published online by Cambridge University Press:
- 14 July 2016, pp. 1031-1044
- Print publication:
- December 1999
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On the asymptotic joint distribution of the sum and maximum of stationary normal random variables
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- Journal:
- Journal of Applied Probability / Volume 33 / Issue 1 / March 1996
- Published online by Cambridge University Press:
- 14 July 2016, pp. 138-145
- Print publication:
- March 1996
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