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Results: 1-20 |
Results: 20
SUBEXPONENTIAL ASYMPTOTICS FOR STOCHASTIC-PROCESSES - EXTREMAL BEHAVIOR, STATIONARY DISTRIBUTIONS AND FIRST PASSAGE PROBABILITIES
Authors: ASMUSSEN S
Citation: S. Asmussen, SUBEXPONENTIAL ASYMPTOTICS FOR STOCHASTIC-PROCESSES - EXTREMAL BEHAVIOR, STATIONARY DISTRIBUTIONS AND FIRST PASSAGE PROBABILITIES, The Annals of applied probability, 8(2), 1998, pp. 354-374
AN OPERATIONAL CALCULUS FOR MATRIX-EXPONENTIAL DISTRIBUTIONS, WITH APPLICATIONS TO A BROWNIAN (Q, Q) INVENTORY MODEL
Authors: ASMUSSEN S PERRY D
Citation: S. Asmussen et D. Perry, AN OPERATIONAL CALCULUS FOR MATRIX-EXPONENTIAL DISTRIBUTIONS, WITH APPLICATIONS TO A BROWNIAN (Q, Q) INVENTORY MODEL, Mathematics of operations research, 23(1), 1998, pp. 166-176
THE INTERPLAY BETWEEN INSURANCE, FINANCE AND CONTROL
Authors: ASMUSSEN S BARUDORFFNIELSEN OE SCHMIDLI H
Citation: S. Asmussen et al., THE INTERPLAY BETWEEN INSURANCE, FINANCE AND CONTROL, Insurance. Mathematics & economics, 22(1), 1998, pp. 1-1
A PROBABILISTIC LOOK AT THE WIENER-HOPF EQUATION
Authors: ASMUSSEN S
Citation: S. Asmussen, A PROBABILISTIC LOOK AT THE WIENER-HOPF EQUATION, SIAM review, 40(2), 1998, pp. 189-201
CONTROLLED DIFFUSION-MODELS FOR OPTIMAL DIVIDEND PAY-OUT
Authors: ASMUSSEN S TAKSAR M
Citation: S. Asmussen et M. Taksar, CONTROLLED DIFFUSION-MODELS FOR OPTIMAL DIVIDEND PAY-OUT, Insurance. Mathematics & economics, 20(1), 1997, pp. 1-15
STATIONARY M G/1 EXCURSIONS IN THE PRESENCE OF HEAVY TAILS/
Authors: ASMUSSEN S KLUPPELBERG C
Citation: S. Asmussen et C. Kluppelberg, STATIONARY M G/1 EXCURSIONS IN THE PRESENCE OF HEAVY TAILS/, Journal of Applied Probability, 34(1), 1997, pp. 208-212
LARGE DEVIATIONS RESULTS FOR SUBEXPONENTIAL TAILS, WITH APPLICATIONS TO INSURANCE RISK
Authors: ASMUSSEN S KLUPPELBERG C
Citation: S. Asmussen et C. Kluppelberg, LARGE DEVIATIONS RESULTS FOR SUBEXPONENTIAL TAILS, WITH APPLICATIONS TO INSURANCE RISK, Stochastic processes and their applications, 64(1), 1996, pp. 103-125
FITTING PHASE-TYPE DISTRIBUTIONS VIA THE EM ALGORITHM
Authors: ASMUSSEN S NERMAN O OLSSON M
Citation: S. Asmussen et al., FITTING PHASE-TYPE DISTRIBUTIONS VIA THE EM ALGORITHM, Scandinavian journal of statistics, 23(4), 1996, pp. 419-441
VARIANCE REDUCTION FOR SIMULATING TRANSIENT GI G/1 BEHAVIOR/
Authors: ASMUSSEN S WANG CL
Citation: S. Asmussen et Cl. Wang, VARIANCE REDUCTION FOR SIMULATING TRANSIENT GI G/1 BEHAVIOR/, Probability in the engineering and informational sciences, 10(2), 1996, pp. 197-205
MONOTONE STOCHASTIC RECURSIONS AND THEIR DUALS
Authors: ASMUSSEN S SIGMAN K
Citation: S. Asmussen et K. Sigman, MONOTONE STOCHASTIC RECURSIONS AND THEIR DUALS, Probability in the engineering and informational sciences, 10(1), 1996, pp. 1-20
CONVERGENCE-RATES FOR M G/1 QUEUES AND RUIN PROBLEMS WITH HEAVY TAILS/
Authors: ASMUSSEN S TEUGELS JL
Citation: S. Asmussen et Jl. Teugels, CONVERGENCE-RATES FOR M G/1 QUEUES AND RUIN PROBLEMS WITH HEAVY TAILS/, Journal of Applied Probability, 33(4), 1996, pp. 1181-1190
RATE MODULATION IN DAMS AND RUIN PROBLEMS
Authors: ASMUSSEN S KELLA O
Citation: S. Asmussen et O. Kella, RATE MODULATION IN DAMS AND RUIN PROBLEMS, Journal of Applied Probability, 33(2), 1996, pp. 523-535
LADDER HEIGHT DISTRIBUTIONS WITH MARKS
Authors: ASMUSSEN S SCHMIDT V
Citation: S. Asmussen et V. Schmidt, LADDER HEIGHT DISTRIBUTIONS WITH MARKS, Stochastic processes and their applications, 58(1), 1995, pp. 105-119
REJECTION RULES IN THE M G 1 QUEUE
Authors: PERRY D ASMUSSEN S
Citation: D. Perry et S. Asmussen, REJECTION RULES IN THE M G 1 QUEUE, Queuing systems, 19(1-2), 1995, pp. 105-130
RUIN PROBABILITIES VIA LOCAL ADJUSTMENT COEFFICIENTS
Authors: ASMUSSEN S NIELSEN HM
Citation: S. Asmussen et Hm. Nielsen, RUIN PROBABILITIES VIA LOCAL ADJUSTMENT COEFFICIENTS, Journal of Applied Probability, 32(3), 1995, pp. 736-755
RISK THEORY IN A PERIODIC ENVIRONMENT - THE CRAMER-LUNDBERG APPROXIMATION AND LUNDBERG INEQUALITY
Authors: ASMUSSEN S ROLSKI T
Citation: S. Asmussen et T. Rolski, RISK THEORY IN A PERIODIC ENVIRONMENT - THE CRAMER-LUNDBERG APPROXIMATION AND LUNDBERG INEQUALITY, Mathematics of operations research, 19(2), 1994, pp. 410-433
LARGE CLAIMS APPROXIMATIONS FOR RISK PROCESSES IN A MARKOVIAN ENVIRONMENT
Authors: ASMUSSEN S HENRIKSEN LF KLUPPELBERG C
Citation: S. Asmussen et al., LARGE CLAIMS APPROXIMATIONS FOR RISK PROCESSES IN A MARKOVIAN ENVIRONMENT, Stochastic processes and their applications, 54(1), 1994, pp. 29-43
REGENERATIVE RARE EVENTS SIMULATION VIA LIKELIHOOD RATIOS
Authors: ASMUSSEN S RUBINSTEIN RY WANG CL
Citation: S. Asmussen et al., REGENERATIVE RARE EVENTS SIMULATION VIA LIKELIHOOD RATIOS, Journal of Applied Probability, 31(3), 1994, pp. 797-815
A SAMPLE PATH APPROACH TO MEAN BUSY PERIODS FOR MARKOV-MODULATED QUEUES AND FLUIDS
Authors: ASMUSSEN S BLADT M
Citation: S. Asmussen et M. Bladt, A SAMPLE PATH APPROACH TO MEAN BUSY PERIODS FOR MARKOV-MODULATED QUEUES AND FLUIDS, Advances in Applied Probability, 26(4), 1994, pp. 1117-1121
MARKED POINT-PROCESSES AS LIMITS OF MARKOVIAN ARRIVAL STREAMS
Authors: ASMUSSEN S KOOLE G
Citation: S. Asmussen et G. Koole, MARKED POINT-PROCESSES AS LIMITS OF MARKOVIAN ARRIVAL STREAMS, Journal of Applied Probability, 30(2), 1993, pp. 365-372
Risultati: 1-20 |