Some modelling results in the area of interplay between statistics, mathematical finance, insurance and econometrics
By: Tina Hviid Rydberg.
Series: Memoirs -- no. 14, 1998.; Memoirs (Aarhus universitet. Afdeling for teoretisk statistik) -- 1998, no. 14.
Publisher: Dept. of Theoretical Statistics, University of Aarhus
Published: 1998
Place of publication: [Aarhus, Denmark]
Language: eng
Number of pages: 176
Subjects: Finance -- Statistical methods.; Finance -- Econometric models.; Inverse Gaussian distribution.; Gaussian distribution.; Time-series analysis.; Lévy processes.
Notes: Revised version of the author's Ph. D. thesis.

Includes bibliographical references.