Perpetuities with thin tails

Advances in Applied Probability

Volumn 28, Issue 2, 1996, Pages 463-480

  Goldie, Charles M ^a,c   Grübel, Rudolf ^b  

^a QUEEN MARY UNIVERSITY OF LONDON   (United Kingdom)

^b LEIBNIZ UNIVERSITY HANNOVER   (Germany)

^c UNIVERSITY OF SUSSEX   (United Kingdom)

Author keywords

Perpetuity; Random affine map; Selection algorithm; Stochastic difference equation; Stochastic discounting; Tail behaviour

Indexed keywords

EID: 0000109458     PISSN: 00018678     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0001867800048576     Document Type: Article

References (16)

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