Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes.
- Published in:
- Journal of Applied Probability, 2019, v. 56, n. 4, p. 1244, doi. 10.1017/jpr.2019.71
- By:
- Publication type:
- Article
Works matching IS 00219002 AND DT 2019 AND VI 56 AND IP 4
Results: 20
1
2
JPR volume 56 issue 4 Cover and Front matter.
- Published in:
- Journal of Applied Probability, 2019, v. 56, n. 4, p. f1, doi. 10.1017/jpr.2019.81
- Publication type:
- Article
3
Inhomogeneous phase-type distributions and heavy tails.
- Published in:
- Journal of Applied Probability, 2019, v. 56, n. 4, p. 1044, doi. 10.1017/jpr.2019.60
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- Publication type:
- Article
4
Discrete-type approximations for non-Markovian optimal stopping problems: Part I.
- Published in:
- Journal of Applied Probability, 2019, v. 56, n. 4, p. 981, doi. 10.1017/jpr.2019.57
- By:
- Publication type:
- Article
5
JPR volume 56 issue 4 Cover and Back matter.
- Published in:
- Journal of Applied Probability, 2019, v. 56, n. 4, p. b1, doi. 10.1017/jpr.2019.82
- Publication type:
- Article
6
On maxima of stationary fields.
- Published in:
- Journal of Applied Probability, 2019, v. 56, n. 4, p. 1217, doi. 10.1017/jpr.2019.69
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- Publication type:
- Article
7
Monte Carlo integration with a growing number of control variates.
- Published in:
- Journal of Applied Probability, 2019, v. 56, n. 4, p. 1168, doi. 10.1017/jpr.2019.78
- By:
- Publication type:
- Article
8
The alpha-mixture of survival functions.
- Published in:
- Journal of Applied Probability, 2019, v. 56, n. 4, p. 1151, doi. 10.1017/jpr.2019.72
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- Publication type:
- Article
9
Moments of k -hop counts in the random-connection model.
- Published in:
- Journal of Applied Probability, 2019, v. 56, n. 4, p. 1106, doi. 10.1017/jpr.2019.63
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- Publication type:
- Article
10
Runoff on rooted trees.
- Published in:
- Journal of Applied Probability, 2019, v. 56, n. 4, p. 1065, doi. 10.1017/jpr.2019.61
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- Publication type:
- Article
11
Martingale decomposition of an L <sup>2</sup> space with nonlinear stochastic integrals.
- Published in:
- Journal of Applied Probability, 2019, v. 56, n. 4, p. 1231, doi. 10.1017/jpr.2019.70
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- Publication type:
- Article
12
How strong can the Parrondo effect be?
- Published in:
- Journal of Applied Probability, 2019, v. 56, n. 4, p. 1198, doi. 10.1017/jpr.2019.68
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- Publication type:
- Article
13
Skeletal stochastic differential equations for continuous-state branching processes.
- Published in:
- Journal of Applied Probability, 2019, v. 56, n. 4, p. 1122, doi. 10.1017/jpr.2019.67
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- Publication type:
- Article
14
Completely asymmetric stable processes conditioned to avoid an interval.
- Published in:
- Journal of Applied Probability, 2019, v. 56, n. 4, p. 1187, doi. 10.1017/jpr.2019.66
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- Publication type:
- Article
15
Interaction of Poisson hyperplane processes and convex bodies.
- Published in:
- Journal of Applied Probability, 2019, v. 56, n. 4, p. 1020, doi. 10.1017/jpr.2019.65
- By:
- Publication type:
- Article
16
Bounds for the hazard rate and the reversed hazard rate of the convolution of dependent random lifetimes.
- Published in:
- Journal of Applied Probability, 2019, v. 56, n. 4, p. 1033, doi. 10.1017/jpr.2019.59
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- Publication type:
- Article
17
Letter to the Editor.
- Published in:
- 2019
- By:
- Publication type:
- Letter
18
Piecewise deterministic processes following two alternating patterns.
- Published in:
- Journal of Applied Probability, 2019, v. 56, n. 4, p. 1006, doi. 10.1017/jpr.2019.58
- By:
- Publication type:
- Article
19
The distribution and asympotic behaviour of the negative Wiener–Hopf factor for Lévy processes with rational positive jumps.
- Published in:
- Journal of Applied Probability, 2019, v. 56, n. 4, p. 1086, doi. 10.1017/jpr.2019.62
- By:
- Publication type:
- Article
20
On resampling schemes for polytopes.
- Published in:
- Journal of Applied Probability, 2019, v. 56, n. 4, p. 959, doi. 10.1017/jpr.2019.56
- By:
- Publication type:
- Article