18 results
A Note on External Uniformization for Finite Markov Chains in Continuous Time
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- Probability in the Engineering and Informational Sciences / Volume 6 / Issue 1 / January 1992
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- 27 July 2009, pp. 127-131
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On Separation for Birth-Death Processes
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- Probability in the Engineering and Informational Sciences / Volume 8 / Issue 1 / January 1994
- Published online by Cambridge University Press:
- 27 July 2009, pp. 51-68
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A Multivariate Extension of Equilibrium Pricing Transforms: The Multivariate Esscher and Wang Transforms for Pricing Financial and Insurance Risks
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- ASTIN Bulletin: The Journal of the IAA / Volume 36 / Issue 1 / May 2006
- Published online by Cambridge University Press:
- 17 April 2015, pp. 269-283
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- May 2006
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Hazard rate and reversed hazard rate monotonicities in continuous-time Markov chains
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- Journal of Applied Probability / Volume 35 / Issue 3 / September 1998
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- 14 July 2016, pp. 545-556
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- September 1998
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A Markovian Framework in Multi-Factor Heath-Jarrow-Morton Models
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- Journal of Financial and Quantitative Analysis / Volume 33 / Issue 3 / September 1998
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- 06 April 2009, pp. 423-440
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- September 1998
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Quasi-limiting distributions of Markov chains that are skip-free to the left in continuous time
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- Journal of Applied Probability / Volume 30 / Issue 3 / September 1993
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- 14 July 2016, pp. 509-517
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- September 1993
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Evaluation of the decay parameter for some specialized birth-death processes
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- Journal of Applied Probability / Volume 29 / Issue 4 / December 1992
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- 14 July 2016, pp. 781-791
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- December 1992
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Further monotonicity properties of renewal processes
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- Advances in Applied Probability / Volume 24 / Issue 3 / September 1992
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- 01 July 2016, pp. 575-588
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- September 1992
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On the existence of quasi-stationary distributions in denumerable R-transient Markov chains
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- Journal of Applied Probability / Volume 29 / Issue 1 / March 1992
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- 14 July 2016, pp. 21-36
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- March 1992
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Some results for quasi-stationary distributions of birth-death processes
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- Journal of Applied Probability / Volume 28 / Issue 3 / September 1991
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- 14 July 2016, pp. 503-511
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- September 1991
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On interchangeability for exponential single-server queues in tandem
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- Journal of Applied Probability / Volume 27 / Issue 2 / June 1990
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- 14 July 2016, pp. 459-464
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- June 1990
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Further results for dynamic scheduling of multiclass G/G/1 queues
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- Journal of Applied Probability / Volume 26 / Issue 3 / September 1989
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- 14 July 2016, pp. 595-603
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- September 1989
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An extremal property of FIFO discipline in G/IFR/1 queues
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- Advances in Applied Probability / Volume 21 / Issue 2 / June 1989
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- 01 July 2016, pp. 481-484
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- June 1989
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Some results for repairable systems with general repair
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- Journal of Applied Probability / Volume 26 / Issue 1 / March 1989
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- 14 July 2016, pp. 89-102
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- March 1989
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On passage and conditional passage times for Markov chains in continuous time
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- Journal of Applied Probability / Volume 25 / Issue 2 / June 1988
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- 14 July 2016, pp. 279-290
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- June 1988
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Spectral structure of the first-passage-time densities for classes of Markov chains
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- Journal of Applied Probability / Volume 24 / Issue 3 / September 1987
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- 14 July 2016, pp. 631-643
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- September 1987
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A useful generalization of renewal theory: counting processes governed by non-negative Markovian increments
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- Journal of Applied Probability / Volume 23 / Issue 1 / March 1986
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- 14 July 2016, pp. 71-88
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- March 1986
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The bivariate Laguerre transform and its applications: numerical exploration of bivariate processes
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- Advances in Applied Probability / Volume 17 / Issue 4 / December 1985
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- 01 July 2016, pp. 683-708
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- December 1985
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