Moment-matching approximations for stochastic sums in non-Gaussian Ornstein–Uhlenbeck models-Reference-Cited by-同舟云学术

Moment-matching approximations for stochastic sums in non-Gaussian Ornstein–Uhlenbeck models

Published:2021-01 Issue: Volume:96 Page:232-247
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Brignone Riccardo^ORCID,Kyriakou Ioannis^ORCID,Fusai Gianluca

Funder

Università degli Studi del Piemonte Orientale

Università degli Studi di Milano-Bicocca

Deutsche Forschungsgemeinschaft

University of London

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

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