171 results in 62Pxx
Finite-time ruin probability with an exponential Lévy process investment return and heavy-tailed claims
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- Advances in Applied Probability / Volume 41 / Issue 1 / March 2009
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- 01 July 2016, pp. 206-224
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- March 2009
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From damage models to SIR epidemics and cascading failures
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- Advances in Applied Probability / Volume 41 / Issue 1 / March 2009
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- 01 July 2016, pp. 247-269
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- March 2009
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A Stochastic Volatility Alternative to SABR
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- Journal of Applied Probability / Volume 45 / Issue 4 / December 2008
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- 14 July 2016, pp. 1071-1085
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- December 2008
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Evaluating Scale Functions of Spectrally Negative Lévy Processes
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- Journal of Applied Probability / Volume 45 / Issue 1 / March 2008
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- 14 July 2016, pp. 135-149
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- March 2008
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Ordering of Optimal Portfolio Allocations in a Model with a Mixture of Fundamental Risks
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- Journal of Applied Probability / Volume 45 / Issue 1 / March 2008
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- 14 July 2016, pp. 55-66
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- March 2008
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A Gamma Activity Time Process with Noninteger Parameter and Self-Similar Limit
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- Journal of Applied Probability / Volume 44 / Issue 4 / December 2007
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- 14 July 2016, pp. 950-959
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- December 2007
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Ruin probability with certain stationary stable claims generated by conservative flows
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- Advances in Applied Probability / Volume 39 / Issue 2 / June 2007
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- 01 July 2016, pp. 360-384
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- June 2007
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First-crossing and ballot-type results for some nonstationary sequences
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- Advances in Applied Probability / Volume 39 / Issue 2 / June 2007
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- 01 July 2016, pp. 492-509
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- June 2007
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Tail Asymptotics of the Supremum of a Regenerative Process
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- Journal of Applied Probability / Volume 44 / Issue 2 / June 2007
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- 14 July 2016, pp. 349-365
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- June 2007
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Discretionary stopping of one-dimensional Itô diffusions with a staircase reward function
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- Journal of Applied Probability / Volume 43 / Issue 4 / December 2006
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- 14 July 2016, pp. 984-996
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- December 2006
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Estimation in branching processes with restricted observations
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- Advances in Applied Probability / Volume 38 / Issue 4 / December 2006
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- 08 September 2016, pp. 1098-1115
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- December 2006
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Some limiting properties of the bounds of the present value function of a life insurance portfolio
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- Journal of Applied Probability / Volume 43 / Issue 4 / December 2006
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- 14 July 2016, pp. 1155-1164
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- December 2006
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Large deviations for risk processes with reinsurance
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- Journal of Applied Probability / Volume 43 / Issue 3 / September 2006
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- 14 July 2016, pp. 713-728
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- September 2006
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A discrete multivariate distribution resulting from the law of small numbers
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- Journal of Applied Probability / Volume 43 / Issue 3 / September 2006
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- 14 July 2016, pp. 852-866
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- September 2006
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Limiting dependence structures for tail events, with applications to credit derivatives
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- Journal of Applied Probability / Volume 43 / Issue 2 / June 2006
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- 14 July 2016, pp. 563-586
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- June 2006
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An optimal sequential procedure for a buying-selling problem with independent observations
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- Journal of Applied Probability / Volume 43 / Issue 2 / June 2006
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- 14 July 2016, pp. 454-462
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- June 2006
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Exponential Behavior in the Presence of Dependence in Risk Theory
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- Journal of Applied Probability / Volume 43 / Issue 1 / March 2006
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- 14 July 2016, pp. 257-273
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- March 2006
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Conditional tail expectations for multivariate phase-type distributions
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- Journal of Applied Probability / Volume 42 / Issue 3 / September 2005
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- 14 July 2016, pp. 810-825
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- September 2005
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On a general class of renewal risk process: analysis of the Gerber-Shiu function
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- Advances in Applied Probability / Volume 37 / Issue 3 / September 2005
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- 01 July 2016, pp. 836-856
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- September 2005
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The finite-time ruin probability of the compound Poisson model with constant interest force
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- Journal of Applied Probability / Volume 42 / Issue 3 / September 2005
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- 14 July 2016, pp. 608-619
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- September 2005
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