Katayama, Tsuyoshi A note on \(M/G/1\) vacation systems with sojourn time limits. (English) Zbl 1255.90055 J. Appl. Probab. 49, No. 4, 1194-1199 (2012). MSC: 90B25 60K25 60G17 45D05 PDFBibTeX XMLCite \textit{T. Katayama}, J. Appl. Probab. 49, No. 4, 1194--1199 (2012; Zbl 1255.90055) Full Text: DOI Euclid
Ghamami, Samim; Ross, Sheldon M. Improving the Asmussen-Kroese-type simulation estimators. (English) Zbl 1255.91426 J. Appl. Probab. 49, No. 4, 1188-1193 (2012). MSC: 91G60 65C05 91G20 PDFBibTeX XMLCite \textit{S. Ghamami} and \textit{S. M. Ross}, J. Appl. Probab. 49, No. 4, 1188--1193 (2012; Zbl 1255.91426) Full Text: DOI Euclid
Dayar, Tuğrul; Orhan, M. Can Kronecker-based infinite level-dependent QBD processes. (English) Zbl 1268.60099 J. Appl. Probab. 49, No. 4, 1166-1187 (2012). Reviewer: R. E. Maiboroda (Kyïv) MSC: 60J22 60J28 92C45 92D25 PDFBibTeX XMLCite \textit{T. Dayar} and \textit{M. C. Orhan}, J. Appl. Probab. 49, No. 4, 1166--1187 (2012; Zbl 1268.60099) Full Text: DOI Euclid
Britton, Tom; Trapman, Pieter Maximizing the size of the giant. (English) Zbl 1257.05158 J. Appl. Probab. 49, No. 4, 1156-1165 (2012). MSC: 05C80 05C90 60J80 92D30 82B43 PDFBibTeX XMLCite \textit{T. Britton} and \textit{P. Trapman}, J. Appl. Probab. 49, No. 4, 1156--1165 (2012; Zbl 1257.05158) Full Text: DOI arXiv Euclid
Block, Henry W.; Langberg, Naftali A.; Savits, Thomas H. A Glaser twist: focus on the mixture parameters. (English) Zbl 1254.62105 J. Appl. Probab. 49, No. 4, 1144-1155 (2012). MSC: 62N05 PDFBibTeX XMLCite \textit{H. W. Block} et al., J. Appl. Probab. 49, No. 4, 1144--1155 (2012; Zbl 1254.62105) Full Text: DOI Euclid
Amini, Hamed; Lelarge, Marc Upper deviations for split times of branching processes. (English) Zbl 1275.60065 J. Appl. Probab. 49, No. 4, 1134-1143 (2012). Reviewer: Victor V. Goryainov (Volzhsky) MSC: 60J80 60F10 PDFBibTeX XMLCite \textit{H. Amini} and \textit{M. Lelarge}, J. Appl. Probab. 49, No. 4, 1134--1143 (2012; Zbl 1275.60065) Full Text: DOI Euclid
Bo, Lijun; Hao, Chen First passage times of constant-elasticity-of-variance processes with two-sided reflecting barriers. (English) Zbl 1260.60158 J. Appl. Probab. 49, No. 4, 1119-1133 (2012). MSC: 60J60 60K10 PDFBibTeX XMLCite \textit{L. Bo} and \textit{C. Hao}, J. Appl. Probab. 49, No. 4, 1119--1133 (2012; Zbl 1260.60158) Full Text: DOI Euclid
Tan, Zhongquan; Hashorva, Enkelejd; Peng, Zuoxiang Asymptotics of maxima of strongly dependent Gaussian processes. (English) Zbl 1259.60039 J. Appl. Probab. 49, No. 4, 1106-1118 (2012). MSC: 60G15 60G70 PDFBibTeX XMLCite \textit{Z. Tan} et al., J. Appl. Probab. 49, No. 4, 1106--1118 (2012; Zbl 1259.60039) Full Text: DOI arXiv Euclid
Longla, Martial; Peligrad, Costel; Peligrad, Magda On the functional central limit theorem for reversible Markov chains with nonlinear growth of the variance. (English) Zbl 1269.60041 J. Appl. Probab. 49, No. 4, 1091-1105 (2012). Reviewer: Ken-ichi Yoshihara (Yokohama) MSC: 60F17 60J05 60G10 PDFBibTeX XMLCite \textit{M. Longla} et al., J. Appl. Probab. 49, No. 4, 1091--1105 (2012; Zbl 1269.60041) Full Text: DOI arXiv Euclid
Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo Discounted continuous-time controlled Markov chains: convergence of control models. (English) Zbl 1255.90126 J. Appl. Probab. 49, No. 4, 1072-1090 (2012). MSC: 90C40 60J27 PDFBibTeX XMLCite \textit{T. Prieto-Rumeau} and \textit{O. Hernández-Lerma}, J. Appl. Probab. 49, No. 4, 1072--1090 (2012; Zbl 1255.90126) Full Text: DOI Euclid
Hyytiä, Esa; Aalto, Samuli; Penttinen, Aleksi; Virtamo, Jorma On the value function of the M/G/1 FCFS and LCFS queues. (English) Zbl 1259.60108 J. Appl. Probab. 49, No. 4, 1052-1071 (2012). MSC: 60K25 90B22 PDFBibTeX XMLCite \textit{E. Hyytiä} et al., J. Appl. Probab. 49, No. 4, 1052--1071 (2012; Zbl 1259.60108) Full Text: DOI Euclid
Clancy, Damian Approximating quasistationary distributions of birth-death processes. (English) Zbl 1275.60061 J. Appl. Probab. 49, No. 4, 1036-1051 (2012). Reviewer: Victor V. Goryainov (Volzhsky) MSC: 60J28 60J80 92D25 92D30 PDFBibTeX XMLCite \textit{D. Clancy}, J. Appl. Probab. 49, No. 4, 1036--1051 (2012; Zbl 1275.60061) Full Text: DOI Euclid
Grabchak, Michael On a new class of tempered stable distributions: moments and regular variation. (English) Zbl 1269.60018 J. Appl. Probab. 49, No. 4, 1015-1035 (2012). Reviewer: Wilfried Hazod (Dortmund) MSC: 60E07 60G51 PDFBibTeX XMLCite \textit{M. Grabchak}, J. Appl. Probab. 49, No. 4, 1015--1035 (2012; Zbl 1269.60018) Full Text: DOI arXiv Euclid
Kyprianou, Andreas E.; Ott, Curdin Spectrally negative Lévy processes perturbed by functionals of their running supremum. (English) Zbl 1260.60094 J. Appl. Probab. 49, No. 4, 1005-1014 (2012). MSC: 60G51 60K05 60K15 91B30 PDFBibTeX XMLCite \textit{A. E. Kyprianou} and \textit{C. Ott}, J. Appl. Probab. 49, No. 4, 1005--1014 (2012; Zbl 1260.60094) Full Text: DOI arXiv Euclid
Wang, Jian On the exponential ergodicity of Lévy-driven Ornstein-Uhlenbeck processes. (English) Zbl 1258.60037 J. Appl. Probab. 49, No. 4, 990-1004 (2012). MSC: 60H10 60J75 60G51 PDFBibTeX XMLCite \textit{J. Wang}, J. Appl. Probab. 49, No. 4, 990--1004 (2012; Zbl 1258.60037) Full Text: DOI arXiv Euclid
Jiang, Hui Berry-Esseen bounds and the law of the iterated logarithm for estimators of parameters in an Ornstein-Uhlenbeck process with linear drift. (English) Zbl 1293.60039 J. Appl. Probab. 49, No. 4, 978-989 (2012). MSC: 60F15 60J60 62M05 PDFBibTeX XMLCite \textit{H. Jiang}, J. Appl. Probab. 49, No. 4, 978--989 (2012; Zbl 1293.60039) Full Text: DOI Euclid
Shen, Leo; Elliott, Robert Optimal design of dynamic default risk measures. (English) Zbl 1262.60055 J. Appl. Probab. 49, No. 4, 967-977 (2012). Reviewer: Stefan Tappe (Hannover) MSC: 60H10 65C30 PDFBibTeX XMLCite \textit{L. Shen} and \textit{R. Elliott}, J. Appl. Probab. 49, No. 4, 967--977 (2012; Zbl 1262.60055) Full Text: DOI Euclid
Romera, R.; Runggaldier, W. Ruin probabilities in a finite-horizon risk model with investment and reinsurance. (English) Zbl 1255.91185 J. Appl. Probab. 49, No. 4, 954-966 (2012). MSC: 91B30 93E20 60J28 PDFBibTeX XMLCite \textit{R. Romera} and \textit{W. Runggaldier}, J. Appl. Probab. 49, No. 4, 954--966 (2012; Zbl 1255.91185) Full Text: DOI Euclid
Hao, Xuemiao; Tang, Qihe Asymptotic ruin probabilities for a bivariate Lévy-driven risk model with heavy-tailed claims and risky investments. (English) Zbl 1255.91180 J. Appl. Probab. 49, No. 4, 939-953 (2012). MSC: 91B30 60G51 39A50 91G70 PDFBibTeX XMLCite \textit{X. Hao} and \textit{Q. Tang}, J. Appl. Probab. 49, No. 4, 939--953 (2012; Zbl 1255.91180) Full Text: DOI Euclid
Jacobsen, Martin The time to ruin in some additive risk models with random premium rates. (English) Zbl 1264.60067 J. Appl. Probab. 49, No. 4, 915-938 (2012). Reviewer: Klaus Schürger (Bonn) MSC: 60K20 60G40 60G44 60J35 91B30 PDFBibTeX XMLCite \textit{M. Jacobsen}, J. Appl. Probab. 49, No. 4, 915--938 (2012; Zbl 1264.60067) Full Text: DOI Euclid
Jacod, Jean; Klüppelberg, Claudia; Müller, Gernot Functional relationships between price and volatility jumps and their consequences for discretely observed data. (English) Zbl 1263.60038 J. Appl. Probab. 49, No. 4, 901-914 (2012). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G48 91G70 60H30 62G10 62M02 PDFBibTeX XMLCite \textit{J. Jacod} et al., J. Appl. Probab. 49, No. 4, 901--914 (2012; Zbl 1263.60038) Full Text: DOI Euclid