Список цитирования публикации:
GENERALIZED POISSON MODELS AND THEIR APPLICATIONS IN INSURANCE AND FINANCE

Элементы 30—59 из 59.
IDНазвание публикацииГод
7069VARIANCE-MEAN MIXTURES AS ASYMPTOTIC APPROXIMATIONS2014
7016STOCHASTIC SUCCESSIVE APPROXIMATION METHOD FOR ASSESSING THE INSOLVENCY RISK OF AN INSURANCE COMPANY2008
4862STOCHASTIC RESONANCE AND THE TRADE ARRIVAL RATE OF STOCKS2010
564STATISTICAL ANALYSIS AND MODELLING OF TURBULENT FLUXES IN THE PLASMA OF THE L-2M STELLARATOR AND THE FT-2 TOKAMAK2006
7000QUANTITATIVE RISK MANAGEMENT: CONCEPTS, TECHNIQUES, AND TOOLS2010
4065ON THE RUIN PROBABILITY FOR THE COX CORRELATED RISK MODEL PERTURBED BY DIFFUSION2009
6981ON THE RATE OF CONVERGENCE OF THE DISTRIBUTIONS OF CERTAIN STATISTICS TO THE LAPLACE AND STUDENT DISTRIBUTIONS2011
1139ON THE CONSTANTS IN THE UNIFORM AND NON-UNIFORM VERSIONS OF THE BERRY-ESSEEN INEQUALITY FOR POISSON RANDOM SUMS2010
8085ON THE ASYMPTOTIC PROPERTY OF THE COX CORRELATIVE RISK MODEL UNDER PERTURBATION2009
4808ON THE ACCURACY OF THE NORMAL APPROXIMATION TO COMPOUND POISSON DISTRIBUTIONS2014
10829ON THE ACCURACY OF APPROXIMATION OF THE NEGATIVE BINOMIAL DISTRIBUTION BY THE GAMMA DISTRIBUTION AND CONVERGENCE RATE OF THE DISTRIBUTIONS OF SOME STATISTICS TO THE STUDENT DISTRIBUTION2015
2976ON RATE OF CONVERGENCE IN DISTRIBUTION OF ASYMPTOTICALLY NORMAL STATISTICS BASED ON SAMPLES OF RANDOM SIZE2012
10647ON NORMAL VARIANCE-MEAN MIXTURES AS LIMIT LAWS FOR STATISTICS WITH RANDOM SAMPLE SIZES2016
4339ON NONUNIFORM CONVERGENCE RATE ESTIMATES IN THE CENTRAL LIMIT THEOREM2013
4446ON CONVERGENCE OF RANDOM WALKS HAVING JUMPS WITH FINITE VARIANCES TO STABLE LEVY PROCESSES2013
6978ON APPLYING APPROXIMATIONS TO FIND OPTIMAL EXCESS OF LOSS REINSURANCE2012
1300NONPARAMETRIC ESTIMATION OF THE RUIN PROBABILITY FOR GENERALIZED RISK PROCESSES2003
1811NEW POSSIBILITIES FOR THE MATHEMATICAL MODELING OF TURBULENT TRANSPORT PROCESSES IN PLASMA2005
8984MODELING HIGH-FREQUENCY ORDER FLOW IMBALANCE BY FUNCTIONAL LIMIT THEOREMS FOR TWO-SIDED RISK PROCESSES2015
10186LIMIT THEOREMS FOR STATISTICS WITH RANDOM SAMPLE SIZES2015
166LIMIT THEOREMS FOR CONTINUOUS-TIME RANDOM WALKS IN THE DOUBLE-ARRAY LIMIT SCHEME2007
1303LAW OF LARGE NUMBERS AND CENTRAL LIMIT THEOREM FOR GENERALIZED RISK PROCESSES2002
4802GENERALIZED HYPERBOLIC LAWS AS LIMIT DISTRIBUTIONS FOR RANDOM SUMS2014
7278EDGEWORTH TYPE EXPANSION OF RUIN PROBABILITY UNDER LEVY RISK PROCESSES IN THE SMALL LOADING ASYMPTOTICS2014
11887COX PROCESS FUNCTIONAL LEARNING2015
4357BOUNDARY IDENTIFICATION FOR ADMISSIBLE VARIATION OF EXTERNAL AND INTERNAL FACTORS AFFECTING ROBUSTNESS OF FIBER-OPTIC COMMUNICATION SYSTEMS ON RAIL TRANSPORT2013
12434ASYMPTOTIC EXPANSIONS FOR THE DISTRIBUTION FUNCTION OF THE SAMPLE MEDIAN CONSTRUCTED FROM A SAMPLE WITH RANDOM SIZE2016
1135AN IMPROVEMENT OF THE BERRY-ESSEEN INEQUALITY WITH APPLICATIONS TO POISSON AND MIXED POISSON RANDOM SUMS2012
12430A NOTE ON MIXTURE REPRESENTATIONS FOR THE LINNIK AND MITTAG-LEFFLER DISTRIBUTIONS AND THEIR APPLICATIONS2016
12432A NOTE ON FUNCTIONAL LIMIT THEOREMS FOR COMPOUND COX PROCESSES2016
Перейти к странице: