N t definition

N t means the number of calendar days from (but excluding) Valuation Day t-1 to (and including) Valuation Day t.

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Examples of N t in a sentence

• We first compute V N (t) and then test whether its value is greater thanH (t) .

• The IPS statistic is then defined as tbar= 1 N t (ρβ ) (7)NNT ∑ iT i=1i, iUnder the assumption of cross-sectional independence, this statistic is shown to sequentially converge to a normal distribution.

• We first compute V N (t) and then test whether its value is greater thanH(t) .

• To our knowledge, there is no other method for inferring (variable) effective population size over time from haplotype data that assumes the infinite sites mutation and a nonparametric prior on N (t), therefore we cannot have a direct comparison of our method to others.

• The insurance liability can be expressed by S = N (T ) × max Y (1)(T ), K , (19)with N (t) a mortality process counting the number of survivors at time t among an initial population of lx policyholders of age x, Y (1)(t) a risky asset process, and K a fixed guarantee level.

• As mentioned above such a process can be described by its counting process N (t), t 0 representing the total number of occurrences by time t.{ }A counting process N (t) is defined as a Poisson process with rate λ > 0 if it satisfies the following three conditions.

• We run predictive regressions in each asset class ri,t+1/E[ri,t+1] = ai + bixt + εi,t+1, i = 1, ..., N, t = 1, ..., T (13)We report bi, where we adjust our standard errors to take into account the uncertainty in the mean of each return as well, i.e., that E[ri,t+1] is estimated and not known.

• Anotheradvantage of the STS method is seen from the ratios ̺ N t, which are only 1%, 1.8% and 3.7% with the RKC1, RKL1 and RKL2 schemes respectively.

• The probability generating function of N t | N t−1 = n is given by GPN t|N t−1=n(z) = zT p1→(x ) n1 × · · · × zT p(x ) nJ , ttJ→where z ∈ RJ and T denotes the matrix transpose.Let µ be the invariant measure of (Ci,t)t.

• N t|N t—1 = n has the following transition probabilitiesP (N t = m|N t—1 = n) = Σ .