{"title":"有应用的广义缩减过程的最后通过时间","authors":"Shu Li, Zijia Wang","doi":"10.1080/03461238.2024.2387037","DOIUrl":null,"url":null,"abstract":"In recent years, there has been a significant amount of work dedicated to the study of the generalized drawdown process with its extensive applications in insurance and finance. While existing stud...","PeriodicalId":49572,"journal":{"name":"Scandinavian Actuarial Journal","volume":"278 1","pages":""},"PeriodicalIF":1.6000,"publicationDate":"2024-08-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Last passage times for generalized drawdown processes with applications\",\"authors\":\"Shu Li, Zijia Wang\",\"doi\":\"10.1080/03461238.2024.2387037\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In recent years, there has been a significant amount of work dedicated to the study of the generalized drawdown process with its extensive applications in insurance and finance. While existing stud...\",\"PeriodicalId\":49572,\"journal\":{\"name\":\"Scandinavian Actuarial Journal\",\"volume\":\"278 1\",\"pages\":\"\"},\"PeriodicalIF\":1.6000,\"publicationDate\":\"2024-08-13\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Scandinavian Actuarial Journal\",\"FirstCategoryId\":\"96\",\"ListUrlMain\":\"https://doi.org/10.1080/03461238.2024.2387037\",\"RegionNum\":3,\"RegionCategory\":\"经济学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"MATHEMATICS, INTERDISCIPLINARY APPLICATIONS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Scandinavian Actuarial Journal","FirstCategoryId":"96","ListUrlMain":"https://doi.org/10.1080/03461238.2024.2387037","RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"MATHEMATICS, INTERDISCIPLINARY APPLICATIONS","Score":null,"Total":0}
Last passage times for generalized drawdown processes with applications
In recent years, there has been a significant amount of work dedicated to the study of the generalized drawdown process with its extensive applications in insurance and finance. While existing stud...
期刊介绍：
Scandinavian Actuarial Journal is a journal for actuarial sciences that deals, in theory and application, with mathematical methods for insurance and related matters.
The bounds of actuarial mathematics are determined by the area of application rather than by uniformity of methods and techniques. Therefore, a paper of interest to Scandinavian Actuarial Journal may have its theoretical basis in probability theory, statistics, operations research, numerical analysis, computer science, demography, mathematical economics, or any other area of applied mathematics; the main criterion is that the paper should be of specific relevance to actuarial applications.
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