| no |
title |
author |
magazine |
year |
volume |
issue |
page(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
|
article
|
| 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
|
article
|
| 3 |
Bayesian Copulae Distributions, with Application to Operational Risk Management—Some Comments
|
Arbenz, Philipp
|
|
2011
|
15 |
1 |
p. 105-108
|
article
|
| 4 |
CLTs and Asymptotic Variance of Time-Sampled Markov Chains
|
Łatuszyński, Krzysztof
|
|
2011
|
15 |
1 |
p. 237-247
|
article
|
| 5 |
Introduction to Shape Stability for a Storage Model
|
Menshikov, M. V.
|
|
2011
|
15 |
1 |
p. 125-146
|
article
|
| 6 |
MARM Processes Part I: General Theory
|
Melamed, Benjamin
|
|
2011
|
15 |
1 |
p. 1-35
|
article
|
| 7 |
MARM Processes Part II: The Empirically-Based Subclass
|
Melamed, Benjamin
|
|
2011
|
15 |
1 |
p. 37-83
|
article
|
| 8 |
On the First-Passage Area of a One-Dimensional Jump-Diffusion Process
|
Abundo, Mario
|
|
2011
|
15 |
1 |
p. 85-103
|
article
|
| 9 |
On the Generalized Telegraph Process with Deterministic Jumps
|
Di Crescenzo, Antonio
|
|
2011
|
15 |
1 |
p. 215-235
|
article
|
| 10 |
Pricing and Hedging Asian Basket Options with Quasi-Monte Carlo Simulations
|
Cufaro Petroni, Nicola
|
|
2011
|
15 |
1 |
p. 147-163
|
article
|
| 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
|
article
|
Journal description