Author of the publication

A class of risk processes with reserve-dependent premium rate: sample path large deviations and importance sampling.

, , and . Queueing Syst. Theory Appl., 55 (2): 83-94 (2007)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Large deviations for the time-integrated negative parts of some processes. Statistics & Probability Letters, 78 (1): 75--83 (January 2008)Large Deviation Results for Wave Governed Random Motions Driven by Semi-Markov Processes.. Commun. Stat. Simul. Comput., 40 (9): 1342-1363 (2011)Asymptotic behavior of some hitting probabilities for sums of IID Gaussian random sets., and . Commun. Stat. Simul. Comput., 46 (6): 4318-4332 (2017)The maximal dominated subsets of a statistical experiment. Statistics & Probability Letters, 39 (3): 185--193 (Aug 15, 1998)Flooding Time of Edge-Markovian Evolving Graphs., , , , and . SIAM J. Discret. Math., 24 (4): 1694-1712 (2010)On the Lebesgue decomposition of the posterior distribution with respect to the prior in regular Bayesian experiments. Statistics & Probability Letters, 26 (2): 147--152 (Feb 1, 1996)Flooding time in edge-Markovian dynamic graphs., , , , and . PODC, page 213-222. ACM, (2008)A class of risk processes with reserve-dependent premium rate: sample path large deviations and importance sampling., , and . Queueing Syst. Theory Appl., 55 (2): 83-94 (2007)Asymptotic results for linear combinations of spacings generated by i.i.d. exponential random variables., , , and . CoRR, (2021)Correlated fractional counting processes on a finite-time interval., , and . J. Appl. Probab., 52 (4): 1045-1061 (2015)