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Cited by

• 1990The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding379 cited
• 1994Chapter 46 Unit roots, structural breaks and trends243 cited
• 2017Continuous Time Structural Equation Modeling with R Package ctsem236 cited
• 2000Reconsidering the continuous time limit of the GARCH(1,1) process113 cited
• 2014Nonstationary Stochastic Response Determination of Nonlinear Systems: A Wiener Path Integral Formalism94 cited
• 2004Optimal risk management in defined benefit stochastic pension funds88 cited
• 1995Response and Reliability of Poisson-Driven Systems by Path Integration63 cited
• 2001Minimization of risks in pension funding by means of contributions and portfolio selection58 cited
• 2018Wiener Path Integral based response determination of nonlinear systems subject to non-white, non-Gaussian, and non-stationary stochastic excitation56 cited
• 2010Controlled differential equations as Young integrals: A simple approach51 cited
• 1994Moments of the present value of a portfolio of policies47 cited
• 1996Asymptotic filtering theory for multivariate ARCH models43 cited
• 2013Galerkin scheme based determination of first-passage probability of nonlinear system response35 cited
• 2014