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A Laplace transform approach to direct and inverse problems for multi-compartment models
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- European Journal of Applied Mathematics / Volume 33 / Issue 6 / December 2022
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- 16 March 2022, pp. 1170-1184
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Renewal in Hawkes processes with self-excitation and inhibition
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- Advances in Applied Probability / Volume 52 / Issue 3 / September 2020
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- 24 September 2020, pp. 879-915
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- September 2020
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APPROXIMATION OF AND BY COMPLETELY MONOTONE FUNCTIONS
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- The ANZIAM Journal / Volume 61 / Issue 4 / October 2019
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- 06 March 2020, pp. 416-430
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LARGE DEVIATIONS FOR THE LONGEST GAP IN POISSON PROCESSES
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- Bulletin of the Australian Mathematical Society / Volume 101 / Issue 1 / February 2020
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- 16 October 2019, pp. 146-156
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- February 2020
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PRICING PERPETUAL TIMER OPTION UNDER THE STOCHASTIC VOLATILITY MODEL OF HULL–WHITE
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- The ANZIAM Journal / Volume 58 / Issue 3-4 / April 2017
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- 16 May 2017, pp. 406-416
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Laplace transform asymptotics and large deviation principles for longest success runs in Bernoulli trials
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- Journal of Applied Probability / Volume 53 / Issue 3 / September 2016
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- 24 October 2016, pp. 747-764
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- September 2016
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Approximating the Laplace transform of the sum of dependent lognormals
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- Advances in Applied Probability / Volume 48 / Issue A / July 2016
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- 25 July 2016, pp. 203-215
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- July 2016
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A Two-Sided Laplace Inversion Algorithm with Computable Error Bounds and its Applications in Financial Engineering
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- Advances in Applied Probability / Volume 46 / Issue 3 / September 2014
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- 22 February 2016, pp. 766-789
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- September 2014
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Pricing and Hedging of Quantile Options in a Flexible Jump Diffusion Model
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- Journal of Applied Probability / Volume 48 / Issue 3 / September 2011
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- 14 July 2016, pp. 637-656
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- September 2011
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Pricing the Zero-Coupon Bond and its Fair Premium Under a Structural Credit Risk Model with Jumps
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- Journal of Applied Probability / Volume 48 / Issue 2 / June 2011
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- 14 July 2016, pp. 404-419
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- June 2011
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A Two-Step Branching Splitting Model Under Cost Constraint for Rare Event Analysis
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- Journal of Applied Probability / Volume 46 / Issue 2 / June 2009
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- 14 July 2016, pp. 429-452
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- June 2009
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Laplace Transforms of Probability Distributions and Their Inversions are Easy on Logarithmic Scales
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- Journal of Applied Probability / Volume 45 / Issue 2 / June 2008
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- 14 July 2016, pp. 531-541
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- June 2008
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THE COMPLEX INVERSION FORMULA REVISITED
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- Journal of the Australian Mathematical Society / Volume 84 / Issue 1 / February 2008
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- 01 February 2008, pp. 73-83
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- February 2008
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Sharp reliability bounds for the ℒ-like distributions, a class in which ageing is based on Laplace transform inequalities
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- Journal of Applied Probability / Volume 42 / Issue 4 / December 2005
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- 14 July 2016, pp. 1204-1208
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- December 2005
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On the distribution of the search cost for the move-to-front rule with random weights
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- Journal of Applied Probability / Volume 41 / Issue 1 / March 2004
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- 14 July 2016, pp. 250-262
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- March 2004
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First passage times of a jump diffusion process
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- Advances in Applied Probability / Volume 35 / Issue 2 / June 2003
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- 22 February 2016, pp. 504-531
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- June 2003
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A note on the ℒ-class of life distributions
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- Journal of Applied Probability / Volume 39 / Issue 1 / March 2002
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- 14 July 2016, pp. 11-19
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- March 2002
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Direct and converse inequalities for positive linear operators on the positive semi-axis
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- Journal of the Australian Mathematical Society. Series A. Pure Mathematics and Statistics / Volume 66 / Issue 1 / February 1999
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- 09 April 2009, pp. 90-103
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- February 1999
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Approximating gamma distributions by normalized negative binomial distributions
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- Journal of Applied Probability / Volume 31 / Issue 2 / June 1994
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- 14 July 2016, pp. 391-400
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- June 1994
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The distribution of apparent occupancy times in a two-state Markov process in which brief events cannot be detected
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- Advances in Applied Probability / Volume 24 / Issue 2 / June 1992
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- 01 July 2016, pp. 288-301
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- June 1992
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