Some remarks on first and second order stochastic processes choice (Articolo in rivista)

Type
Label
  • Some remarks on first and second order stochastic processes choice (Articolo in rivista) (literal)
Anno
  • 2004-01-01T00:00:00+01:00 (literal)
Alternative label
  • Orlando A.; Trudda A. (2004)
    Some remarks on first and second order stochastic processes choice
    in Investment management & financial innovations (Print); Publishing Company 'Business Perspectives', Sumy (Ucraina)
    (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#autori
  • Orlando A.; Trudda A. (literal)
Pagina inizio
  • 118 (literal)
Pagina fine
  • 131 (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#url
  • http://businessperspectives.org/component/option,com_journals/task,issue/id,31/jid,4/Itemid,74/ (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#numeroVolume
  • 3 (literal)
Rivista
Note
  • Google Scholar (literal)
  • EconL (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#affiliazioni
  • CNR - Istituto per le Applicazioni del Calcolo \"Mauro Picone\", Italy. Universita' degli Studi di Sassari, Dipartimento di Economia Imprese e Regolamentazione, Italy (literal)
Titolo
  • Some remarks on first and second order stochastic processes choice (literal)
Abstract
  • A comparison between A(1) and A(2) processes, when used for describing the evolution in time of the global rate of return on investments made by an insurance company, is proposed. In particular, we compare the two processes analysing the parameter sensibility to the size of the sampling interval. An application shows the results. Finally the impact on the global riskiness of a whole life annuity portfolio is evaluated for both the two models. (literal)
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