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

Элементы 1—30 из 36.
IDНазвание публикацииГод
12434ASYMPTOTIC EXPANSIONS FOR THE DISTRIBUTION FUNCTION OF THE SAMPLE MEDIAN CONSTRUCTED FROM A SAMPLE WITH RANDOM SIZE2016
12111ON CONVERGENCE OF THE DISTRIBUTIONS OF RANDOM SEQUENCES WITH INDEPENDENT RANDOM INDEXES TO VARIANCE-MEAN MIXTURES2016
11459A GENERAL MULTIPARAMETER VERSION OF GNEDENKO'S TRANSFER THEOREM2016
11041JOINT INITIAL STOCKING AND TRANSSHIPMENTASYMPTOTICS AND BOUNDS2016
10647ON NORMAL VARIANCE-MEAN MIXTURES AS LIMIT LAWS FOR STATISTICS WITH RANDOM SAMPLE SIZES2016
10186LIMIT THEOREMS FOR STATISTICS WITH RANDOM SAMPLE SIZES2015
8986WHY ARE NORMAL DISTRIBUTIONS NORMAL?2014
8984MODELING HIGH-FREQUENCY ORDER FLOW IMBALANCE BY FUNCTIONAL LIMIT THEOREMS FOR TWO-SIDED RISK PROCESSES2015
7323ON EXIT TIMES OF A MULTIVARIATE RANDOM WALK AND ITS EMBEDDING IN A QUASI POISSON PROCESS2006
7320ASYMPTOTICS FOR RATIOS WITH APPLICATIONS TO REINSURANCE2007
7278EDGEWORTH TYPE EXPANSION OF RUIN PROBABILITY UNDER LEVY RISK PROCESSES IN THE SMALL LOADING ASYMPTOTICS2014
7258ASYMPTOTIC RESULTS FOR OVER-DISPERSED OPERATIONAL RISK BY USING THE ASYMPTOTIC EXPANSION METHOD2014
7043PRECISE LARGE DEVIATIONS FOR SUMS OF RANDOM VARIABLES WITH CONSISTENTLY VARYING TAILS2004
5900WHY GAUSSIANITY?2008
4904RANDOM OBSERVATIONS OF MARKED COX PROCESSES. TIME INSENSITIVE FUNCTIONALS2004
4903LIMIT THEOREMS FOR MIXED MAX-SUM PROCESSES WITH RENEWAL STOPPING2004
4901ON FLUCTUATIONS OF A MULTIVARIATE RANDOM WALK WITH SOME APPLICATIONS TO STOCK OPTIONS TRADING AND HEDGING2006
4898RANDOM WALK ANALYSIS IN ANTAGONISTIC STOCHASTIC GAMES2008
4879COUNT MODELS BASED ON WEIBULL INTERARRIVAL TIMES2008
4869EXTREMAL LIMIT THEOREMS FOR OBSERVATIONS SEPARATED BY RANDOM POWER LAW WAITING TIMES2009
4862STOCHASTIC RESONANCE AND THE TRADE ARRIVAL RATE OF STOCKS2010
4861NONLINEARLY PERTURBED STOCHASTIC PROCESSES AND SYSTEMS2010
4857DISTRIBUTIONAL CONVERGENCE OF INTERMEETING TIMES UNDER THE GENERALIZED HYBRID RANDOM WALK MOBILITY MODEL2010
4854AN OPTIMAL INVESTMENT STRATEGY FOR A STREAM OF LIABILITIES GENERATED BY A STEP PROCESS IN A FINANCIAL MARKET DRIVEN BY A LEVY PROCESS2010
4851RAIL TRANSIT SAFETY A REAL DIFFERENCE BETWEEN CITIES?2011
4835MEAN-VARIANCE ASSET-LIABILITY MANAGEMENT: COINTEGRATED ASSETS AND INSURANCE LIABILITY2012
4808ON THE ACCURACY OF THE NORMAL APPROXIMATION TO COMPOUND POISSON DISTRIBUTIONS2014
4802GENERALIZED HYPERBOLIC LAWS AS LIMIT DISTRIBUTIONS FOR RANDOM SUMS2014
4446ON CONVERGENCE OF RANDOM WALKS HAVING JUMPS WITH FINITE VARIANCES TO STABLE LEVY PROCESSES2013
4339ON NONUNIFORM CONVERGENCE RATE ESTIMATES IN THE CENTRAL LIMIT THEOREM2013
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