Debt, Deficits, and Finite Horizons: The Continuous Time Stochastic Case

2012 ◽  
Author(s):  
Christian-Oliver Ewald ◽  
Aihua Zhang ◽  
Charles Nolan
Keyword(s):  
Continuous Time ◽  
Finite Horizons ◽  
Stochastic Case

scholarly journals Debt, deficits and finite horizons: The stochastic case

2011 ◽  
Vol 111 (1) ◽  
pp. 47-49 ◽  
Author(s):  
Roger E.A. Farmer ◽  
Carine Nourry ◽  
Alain Venditti
Keyword(s):  
Finite Horizons ◽  
Stochastic Case

scholarly journals Debt, Deficits and Finite Horizons: The Stochastic Case

2009 ◽  
Author(s):  
Roger Farmer ◽  
Carine Nourry ◽  
Alain Venditti
Keyword(s):  
Finite Horizons ◽  
Stochastic Case

Heavy Tails of Discounted Aggregate Claims in the Continuous-Time Renewal Model

2007 ◽  
Vol 44 (02) ◽  
pp. 285-294 ◽  
Author(s):  
Qihe Tang
Keyword(s):  
Asymptotic Formula ◽  
Continuous Time ◽  
Heavy Tails ◽  
Tail Behavior ◽  
Renewal Model ◽  
Discounted Aggregate Claims ◽  
Aggregate Claims ◽  
Tail Asymptotic

We study the tail behavior of discounted aggregate claims in a continuous-time renewal model. For the case of Pareto-type claims, we establish a tail asymptotic formula, which holds uniformly in time.

Hierarchical Bayesian continuous time dynamic modeling.

2018 ◽  
Vol 23 (4) ◽  
pp. 774-799 ◽  
Author(s):  
Charles C. Driver ◽  
Manuel C. Voelkle
Keyword(s):  
Dynamic Modeling ◽  
Continuous Time ◽  
Hierarchical Bayesian ◽  
Time Dynamic

Continuous Time Controller Design

IEE Review ◽  
1991 ◽  
Vol 37 (6) ◽  
pp. 228
Author(s):  
Stephen Barnett
Keyword(s):  
Continuous Time ◽  
Controller Design
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