Tail Behavior of Poisson Shot Noise Processes under Heavy-tailed Shocks and Actuarial Applications.
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- Methodology & Computing in Applied Probability, 2013, v. 15, n. 3, p. 655, doi. 10.1007/s11009-011-9274-3
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- Publication type:
- Article
Works in Methodology
Results: 13
1
2
On the Arrangement of Cells in Planar STIT and Poisson Line Tessellations.
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- Methodology & Computing in Applied Probability, 2013, v. 15, n. 3, p. 643, doi. 10.1007/s11009-011-9273-4
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- Publication type:
- Article
3
The Single Server Queue with Catastrophes and Geometric Reneging.
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- Methodology & Computing in Applied Probability, 2013, v. 15, n. 3, p. 595, doi. 10.1007/s11009-011-9271-6
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- Publication type:
- Article
4
Random Motion on Simple Graphs: Addendum.
- Published in:
- 2013
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- Publication type:
- Report
5
Runs Based on Records: Their Distributional Properties and an Application to Testing for Dispersive Ordering.
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- Methodology & Computing in Applied Probability, 2013, v. 15, n. 3, p. 583, doi. 10.1007/s11009-011-9269-0
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- Publication type:
- Article
6
Monte Carlo Computation of the Laplace Transform of Exponential Brownian Functionals.
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- Methodology & Computing in Applied Probability, 2013, v. 15, n. 3, p. 511, doi. 10.1007/s11009-011-9261-8
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- Publication type:
- Article
7
A Simple and Complete Computational Analysis of MAP/R/1 Queue Using Roots.
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- Methodology & Computing in Applied Probability, 2013, v. 15, n. 3, p. 563, doi. 10.1007/s11009-011-9266-3
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- Publication type:
- Article
8
Multi-asset American Options and Parallel Quantization.
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- Methodology & Computing in Applied Probability, 2013, v. 15, n. 3, p. 547, doi. 10.1007/s11009-011-9265-4
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- Publication type:
- Article
9
Bayesian Inference for Hawkes Processes.
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- Methodology & Computing in Applied Probability, 2013, v. 15, n. 3, p. 623, doi. 10.1007/s11009-011-9272-5
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- Publication type:
- Article
10
Appendix to 'Approximating Perpetuities'.
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- Methodology & Computing in Applied Probability, 2013, v. 15, n. 3, p. 707, doi. 10.1007/s11009-012-9299-2
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- Publication type:
- Article
11
Expansions for the Distribution of the Maximum from Distributions with a Power Tail when a Trend is Present.
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- Methodology & Computing in Applied Probability, 2013, v. 15, n. 3, p. 525, doi. 10.1007/s11009-011-9264-5
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- Publication type:
- Article
12
An Urn Model for Population Mixing and the Phases Within.
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- Methodology & Computing in Applied Probability, 2013, v. 15, n. 3, p. 683, doi. 10.1007/s11009-012-9275-x
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- Publication type:
- Article
13
Exact Computation and Approximation of Stochastic and Analytic Parameters of Generalized Sierpinski Gaskets.
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- Methodology & Computing in Applied Probability, 2013, v. 15, n. 3, p. 485, doi. 10.1007/s11009-011-9254-7
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- Publication type:
- Article