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

Элементы 1—30 из 36.
IDНазвание публикацииГод
564STATISTICAL ANALYSIS AND MODELLING OF TURBULENT FLUXES IN THE PLASMA OF THE L-2M STELLARATOR AND THE FT-2 TOKAMAK2006
1135AN IMPROVEMENT OF THE BERRY-ESSEEN INEQUALITY WITH APPLICATIONS TO POISSON AND MIXED POISSON RANDOM SUMS2012
1300NONPARAMETRIC ESTIMATION OF THE RUIN PROBABILITY FOR GENERALIZED RISK PROCESSES2003
1811NEW POSSIBILITIES FOR THE MATHEMATICAL MODELING OF TURBULENT TRANSPORT PROCESSES IN PLASMA2005
4065ON THE RUIN PROBABILITY FOR THE COX CORRELATED RISK MODEL PERTURBED BY DIFFUSION2009
4099RANDOM SUMMATION AND ITS APPLICATION TO THE PERFORMANCE MODELLING OF COMPUTER SYSTEM2003
4339ON NONUNIFORM CONVERGENCE RATE ESTIMATES IN THE CENTRAL LIMIT THEOREM2013
4446ON CONVERGENCE OF RANDOM WALKS HAVING JUMPS WITH FINITE VARIANCES TO STABLE LEVY PROCESSES2013
4802GENERALIZED HYPERBOLIC LAWS AS LIMIT DISTRIBUTIONS FOR RANDOM SUMS2014
4808ON THE ACCURACY OF THE NORMAL APPROXIMATION TO COMPOUND POISSON DISTRIBUTIONS2014
4835MEAN-VARIANCE ASSET-LIABILITY MANAGEMENT: COINTEGRATED ASSETS AND INSURANCE LIABILITY2012
4851RAIL TRANSIT SAFETY A REAL DIFFERENCE BETWEEN CITIES?2011
4854AN OPTIMAL INVESTMENT STRATEGY FOR A STREAM OF LIABILITIES GENERATED BY A STEP PROCESS IN A FINANCIAL MARKET DRIVEN BY A LEVY PROCESS2010
4857DISTRIBUTIONAL CONVERGENCE OF INTERMEETING TIMES UNDER THE GENERALIZED HYBRID RANDOM WALK MOBILITY MODEL2010
4861NONLINEARLY PERTURBED STOCHASTIC PROCESSES AND SYSTEMS2010
4862STOCHASTIC RESONANCE AND THE TRADE ARRIVAL RATE OF STOCKS2010
4869EXTREMAL LIMIT THEOREMS FOR OBSERVATIONS SEPARATED BY RANDOM POWER LAW WAITING TIMES2009
4879COUNT MODELS BASED ON WEIBULL INTERARRIVAL TIMES2008
4898RANDOM WALK ANALYSIS IN ANTAGONISTIC STOCHASTIC GAMES2008
4901ON FLUCTUATIONS OF A MULTIVARIATE RANDOM WALK WITH SOME APPLICATIONS TO STOCK OPTIONS TRADING AND HEDGING2006
4903LIMIT THEOREMS FOR MIXED MAX-SUM PROCESSES WITH RENEWAL STOPPING2004
4904RANDOM OBSERVATIONS OF MARKED COX PROCESSES. TIME INSENSITIVE FUNCTIONALS2004
5900WHY GAUSSIANITY?2008
7043PRECISE LARGE DEVIATIONS FOR SUMS OF RANDOM VARIABLES WITH CONSISTENTLY VARYING TAILS2004
7258ASYMPTOTIC RESULTS FOR OVER-DISPERSED OPERATIONAL RISK BY USING THE ASYMPTOTIC EXPANSION METHOD2014
7278EDGEWORTH TYPE EXPANSION OF RUIN PROBABILITY UNDER LEVY RISK PROCESSES IN THE SMALL LOADING ASYMPTOTICS2014
7320ASYMPTOTICS FOR RATIOS WITH APPLICATIONS TO REINSURANCE2007
7323ON EXIT TIMES OF A MULTIVARIATE RANDOM WALK AND ITS EMBEDDING IN A QUASI POISSON PROCESS2006
8984MODELING HIGH-FREQUENCY ORDER FLOW IMBALANCE BY FUNCTIONAL LIMIT THEOREMS FOR TWO-SIDED RISK PROCESSES2015
8986WHY ARE NORMAL DISTRIBUTIONS NORMAL?2014
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