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"On the finiteness and tails of perpetuities under a Lamperti-Kiu MAP."

Larbi Alili, David Woodford (2021)

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DOI: 10.1017/JPR.2021.24

access: closed

type: Journal Article

metadata version: 2022-01-17

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Larbi Alili, David Woodford:
On the finiteness and tails of perpetuities under a Lamperti-Kiu MAP. J. Appl. Probab. 58(4): 1086-1113 (2021)

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