2

On tail probabilities and first passage times for fractional Brownian motion

Année:
1999
Langue:
english
Fichier:
PDF, 173 KB
english, 1999
10

Stable Lévy motion approximation in collective risk theory

Année:
1997
Langue:
english
Fichier:
PDF, 867 KB
english, 1997
14

Formula for the supremum distribution of a spectrally positive -stable Lévy process

Année:
2011
Langue:
english
Fichier:
PDF, 204 KB
english, 2011
20

On the Mean of a Stochastic Integral with Non-Gaussian α-Stable Noise

Année:
2009
Langue:
english
Fichier:
PDF, 124 KB
english, 2009
21

Simulation of the Asymptotic Constant in Some Fluid Models

Année:
2003
Langue:
english
Fichier:
PDF, 229 KB
english, 2003
29

Self-similar processes in collective risk theory

Année:
1998
Langue:
english
Fichier:
PDF, 3.38 MB
english, 1998
32

Statistical Tools for Finance and Insurance || Risk Model of Good and Bad Periods

Année:
2005
Langue:
english
Fichier:
PDF, 197 KB
english, 2005
35

Sojourn Times of Gaussian Processes with Trend

Année:
2019
Langue:
english
Fichier:
PDF, 573 KB
english, 2019