A NOTE ON M/G/1 VACATION SYSTEMS WITH SOJOURN TIME LIMITS.
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- Journal of Applied Probability, 2012, v. 49, n. 4, p. 1194, doi. 10.1239/jap/1354716667
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- Article
Works matching IS 00219002 AND DT 2012 AND VI 49 AND IP 4
Results: 21
1
2
IMPROVING THE ASMUSSEN--KROESE-TYPE SIMULATION ESTIMATORS.
- Published in:
- Journal of Applied Probability, 2012, v. 49, n. 4, p. 1188, doi. 10.1239/jap/1354716666
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- Article
3
KRONECKER-BASED INFINITE LEVEL-DEPENDENT QBD PROCESSES.
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- Journal of Applied Probability, 2012, v. 49, n. 4, p. 1166, doi. 10.1239/jap/1354716665
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- Article
4
MAXIMIZING THE SIZE OF THE GIANT.
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- Journal of Applied Probability, 2012, v. 49, n. 4, p. 1156, doi. 10.1239/jap/1354716664
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- Article
5
A GLASER TWIST: FOCUS ON THE MIXTURE PARAMETERS.
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- Journal of Applied Probability, 2012, v. 49, n. 4, p. 1144, doi. 10.1239/jap/1354716663
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- Publication type:
- Article
6
UPPER DEVIATIONS FOR SPLIT TIMES OF BRANCHING PROCESSES.
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- Journal of Applied Probability, 2012, v. 49, n. 4, p. 1134, doi. 10.1239/jap/1354716662
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- Publication type:
- Article
7
FIRST PASSAGE TIMES OF CONSTANTELASTICITY- OF-VARIANCE PROCESSES WITH TWO-SIDED REFLECTING BARRIERS.
- Published in:
- Journal of Applied Probability, 2012, v. 49, n. 4, p. 1119, doi. 10.1239/jap/1354716661
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- Article
8
ASYMPTOTICS OF MAXIMA OF STRONGLY DEPENDENT GAUSSIAN PROCESSES.
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- Journal of Applied Probability, 2012, v. 49, n. 4, p. 1106, doi. 10.1239/jap/1354716660
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- Article
9
ON THE FUNCTIONAL CENTRAL LIMIT THEOREM FOR REVERSIBLE MARKOV CHAINS WITH NONLINEAR GROWTH OF THE VARIANCE.
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- Journal of Applied Probability, 2012, v. 49, n. 4, p. 1091, doi. 10.1239/jap/1354716659
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- Article
10
DISCOUNTED CONTINUOUS-TIME CONTROLLED MARKOV CHAINS: CONVERGENCE OF CONTROL MODELS.
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- Journal of Applied Probability, 2012, v. 49, n. 4, p. 1072, doi. 10.1239/jap/1354716658
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- Article
11
ON THE VALUE FUNCTION OF THE M/G/1 FCFS AND LCFS QUEUES.
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- Journal of Applied Probability, 2012, v. 49, n. 4, p. 1052, doi. 10.1239/jap/1354716657
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- Article
12
APPROXIMATING QUASISTATIONARY DISTRIBUTIONS OF BIRTH--DEATH PROCESSES.
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- Journal of Applied Probability, 2012, v. 49, n. 4, p. 1036, doi. 10.1239/jap/1354716656
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- Article
13
ON A NEW CLASS OF TEMPERED STABLE DISTRIBUTIONS: MOMENTS AND REGULAR VARIATION.
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- Journal of Applied Probability, 2012, v. 49, n. 4, p. 1015, doi. 10.1239/jap/1354716655
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- Publication type:
- Article
14
SPECTRALLY NEGATIVE LÉVY PROCESSES PERTURBED BY FUNCTIONALS OF THEIR RUNNING SUPREMUM.
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- Journal of Applied Probability, 2012, v. 49, n. 4, p. 1005, doi. 10.1239/jap/1354716654
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- Article
15
ON THE EXPONENTIAL ERGODICITY OF LÉVY-DRIVEN ORNSTEIN--UHLENBECK PROCESSES.
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- Journal of Applied Probability, 2012, v. 49, n. 4, p. 990, doi. 10.1239/jap/1354716653
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- Article
16
BERRY-ESSEEN BOUNDS AND THE LAW OF THE ITERATED LOGARITHM FOR ESTIMATORS OF PARAMETERS IN AN ORNSTEIN--UHLENBECK PROCESS WITH LINEAR DRIFT.
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- Journal of Applied Probability, 2012, v. 49, n. 4, p. 978, doi. 10.1239/jap/1354716652
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- Article
17
OPTIMAL DESIGN OF DYNAMIC DEFAULT RISK MEASURES.
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- Journal of Applied Probability, 2012, v. 49, n. 4, p. 967, doi. 10.1239/jap/1354716651
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- Article
18
ASYMPTOTIC RUIN PROBABILITIES FOR A BIVARIATE LÉVY-DR1VEN RISK MODEL WITH HEAVY-TAILED CLAIMS AND RISKY INVESTMENTS.
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- Journal of Applied Probability, 2012, v. 49, n. 4, p. 938, doi. 10.1239/jap/1354716649
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- Article
19
THE TIME TO RUIN IN SOME ADDITIVE RISK MODELS WITH RANDOM PREMIUM RATES.
- Published in:
- Journal of Applied Probability, 2012, v. 49, n. 4, p. 915, doi. 10.1239/jap/1354716648
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- Article
20
FUNCTIONAL RELATIONSHIPS BETWEEN PRICE AND VOLATILITY JUMPS AND THEIR CONSEQUENCES FOR DISCRETELY OBSERVED DATA.
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- Journal of Applied Probability, 2012, v. 49, n. 4, p. 901, doi. 10.1239/jap/1354716647
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- Article
21
RUIN PROBABILITIES IN A FINITE-HORIZON RISK MODEL WITH INVESTMENT AND REINSURANCE.
- Published in:
- Journal of Applied Probability, 2012, v. 49, n. 4, p. 954, doi. 10.1239/jap/1354716650
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- Article