nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
Approximation of the Tail Probability of Dependent Random Sums Under Consistent Variation and Applications
|
Lin, Zhengyan |
|
2011 |
15 |
1 |
p. 165-186 |
artikel |
2 |
A q-Analogue of the Stirling Formula and a Continuous Limiting Behaviour of the q-Binomial Distribution—Numerical Calculations
|
Kyriakoussis, Andreas George |
|
2011 |
15 |
1 |
p. 187-213 |
artikel |
3 |
Bayesian Copulae Distributions, with Application to Operational Risk Management—Some Comments
|
Arbenz, Philipp |
|
2011 |
15 |
1 |
p. 105-108 |
artikel |
4 |
CLTs and Asymptotic Variance of Time-Sampled Markov Chains
|
Łatuszyński, Krzysztof |
|
2011 |
15 |
1 |
p. 237-247 |
artikel |
5 |
Introduction to Shape Stability for a Storage Model
|
Menshikov, M. V. |
|
2011 |
15 |
1 |
p. 125-146 |
artikel |
6 |
MARM Processes Part I: General Theory
|
Melamed, Benjamin |
|
2011 |
15 |
1 |
p. 1-35 |
artikel |
7 |
MARM Processes Part II: The Empirically-Based Subclass
|
Melamed, Benjamin |
|
2011 |
15 |
1 |
p. 37-83 |
artikel |
8 |
On the First-Passage Area of a One-Dimensional Jump-Diffusion Process
|
Abundo, Mario |
|
2011 |
15 |
1 |
p. 85-103 |
artikel |
9 |
On the Generalized Telegraph Process with Deterministic Jumps
|
Di Crescenzo, Antonio |
|
2011 |
15 |
1 |
p. 215-235 |
artikel |
10 |
Pricing and Hedging Asian Basket Options with Quasi-Monte Carlo Simulations
|
Cufaro Petroni, Nicola |
|
2011 |
15 |
1 |
p. 147-163 |
artikel |
11 |
Uniform Asymptotics for the Finite-Time Ruin Probability of a Dependent Risk Model with a Constant Interest Rate
|
Wang, Kaiyong |
|
2011 |
15 |
1 |
p. 109-124 |
artikel |