Dolinsky, Yan; Kifer, Yuri Risk minimization for game options in markets imposing minimal transaction costs. (English) Zbl 1380.91129 Adv. Appl. Probab. 48, No. 3, 926-946 (2016). MSC: 91G20 91G10 60G40 60G44 60F15 91G60 PDFBibTeX XMLCite \textit{Y. Dolinsky} and \textit{Y. Kifer}, Adv. Appl. Probab. 48, No. 3, 926--946 (2016; Zbl 1380.91129) Full Text: DOI arXiv Euclid
Nyrhinen, Harri On real growth and run-off companies in insurance ruin theory. (English) Zbl 1350.91012 Adv. Appl. Probab. 48, No. 3, 903-925 (2016). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 60F10 PDFBibTeX XMLCite \textit{H. Nyrhinen}, Adv. Appl. Probab. 48, No. 3, 903--925 (2016; Zbl 1350.91012) Full Text: DOI arXiv Euclid
Kolossváry, István; Komjáthy, Júlia; Vágó, Lajos Degrees and distances in random and evolving Apollonian networks. (English) Zbl 1348.05192 Adv. Appl. Probab. 48, No. 3, 865-902 (2016). MSC: 05C80 05C82 05C12 90B15 60J80 PDFBibTeX XMLCite \textit{I. Kolossváry} et al., Adv. Appl. Probab. 48, No. 3, 865--902 (2016; Zbl 1348.05192) Full Text: DOI arXiv Euclid
Díaz, J.; Mitsche, D.; Perarnau, G.; Pérez-Giménez, X. On the relation between graph distance and Euclidean distance in random geometric graphs. (English) Zbl 1348.05188 Adv. Appl. Probab. 48, No. 3, 848-864 (2016). MSC: 05C80 68R10 PDFBibTeX XMLCite \textit{J. Díaz} et al., Adv. Appl. Probab. 48, No. 3, 848--864 (2016; Zbl 1348.05188) Full Text: DOI arXiv Euclid Link
Martyr, R. Dynamic programming for discrete-time finite-horizon optimal switching problems with negative switching costs. (English) Zbl 1348.93282 Adv. Appl. Probab. 48, No. 3, 832-847 (2016). MSC: 93E20 60G40 62P20 PDFBibTeX XMLCite \textit{R. Martyr}, Adv. Appl. Probab. 48, No. 3, 832--847 (2016; Zbl 1348.93282) Full Text: DOI arXiv Euclid
Pang, Guodong; Zhou, Yuhang \(\mathrm{G}/\mathrm{G}/\infty\) queues with renewal alternating interruptions. (English) Zbl 1351.60123 Adv. Appl. Probab. 48, No. 3, 812-831 (2016). MSC: 60K25 60F17 60F05 60J75 60G44 90B22 PDFBibTeX XMLCite \textit{G. Pang} and \textit{Y. Zhou}, Adv. Appl. Probab. 48, No. 3, 812--831 (2016; Zbl 1351.60123) Full Text: DOI Euclid
Blanchet, J.; Glynn, P.; Zheng, S. Analysis of a stochastic approximation algorithm for computing quasi-stationary distributions. (English) Zbl 1352.60106 Adv. Appl. Probab. 48, No. 3, 792-811 (2016). MSC: 60J22 60J10 60F05 65C40 PDFBibTeX XMLCite \textit{J. Blanchet} et al., Adv. Appl. Probab. 48, No. 3, 792--811 (2016; Zbl 1352.60106) Full Text: DOI Euclid
Lefèvre, Claude; Simon, Matthieu SIR epidemics with stages of infection. (English) Zbl 1352.92159 Adv. Appl. Probab. 48, No. 3, 768-791 (2016). MSC: 92D30 60J20 60K15 60G55 PDFBibTeX XMLCite \textit{C. Lefèvre} and \textit{M. Simon}, Adv. Appl. Probab. 48, No. 3, 768--791 (2016; Zbl 1352.92159) Full Text: DOI Euclid
Hurvich, Clifford; Reed, Josh Series expansions for the all-time maximum of \(\alpha\)-stable random walks. (English) Zbl 1351.60054 Adv. Appl. Probab. 48, No. 3, 744-767 (2016). MSC: 60G50 60G52 60G70 60K25 90B22 PDFBibTeX XMLCite \textit{C. Hurvich} and \textit{J. Reed}, Adv. Appl. Probab. 48, No. 3, 744--767 (2016; Zbl 1351.60054) Full Text: DOI Euclid
Tamaki, Mitsushi Urn sampling distributions giving alternate correspondences between two optimal stopping problems. (English) Zbl 1351.60051 Adv. Appl. Probab. 48, No. 3, 726-743 (2016). MSC: 60G40 62L15 PDFBibTeX XMLCite \textit{M. Tamaki}, Adv. Appl. Probab. 48, No. 3, 726--743 (2016; Zbl 1351.60051) Full Text: DOI Euclid
Kratz, Marie; Nagel, Werner On the capacity functional of excursion sets of Gaussian random fields on \(\mathbb{R}^{2}\). (English) Zbl 1351.60063 Adv. Appl. Probab. 48, No. 3, 712-725 (2016). MSC: 60G60 60G15 60D05 PDFBibTeX XMLCite \textit{M. Kratz} and \textit{W. Nagel}, Adv. Appl. Probab. 48, No. 3, 712--725 (2016; Zbl 1351.60063) Full Text: DOI arXiv Euclid
Beghin, Luisa; Macci, Claudio Multivariate fractional Poisson processes and compound sums. (English) Zbl 1351.60045 Adv. Appl. Probab. 48, No. 3, 691-711 (2016). MSC: 60G22 60G55 60G52 34A08 33E12 PDFBibTeX XMLCite \textit{L. Beghin} and \textit{C. Macci}, Adv. Appl. Probab. 48, No. 3, 691--711 (2016; Zbl 1351.60045) Full Text: DOI arXiv Euclid
He, Hui On large deviation rates for sums associated with Galton-Watson processes. (English) Zbl 1351.60029 Adv. Appl. Probab. 48, No. 3, 672-690 (2016). MSC: 60F10 60J80 PDFBibTeX XMLCite \textit{H. He}, Adv. Appl. Probab. 48, No. 3, 672--690 (2016; Zbl 1351.60029) Full Text: DOI arXiv Euclid
Mariani, Mauro; Zambotti, Lorenzo Large deviations for the empirical measure of heavy-tailed Markov renewal processes. (English) Zbl 1351.60031 Adv. Appl. Probab. 48, No. 3, 648-671 (2016). MSC: 60F10 60K15 PDFBibTeX XMLCite \textit{M. Mariani} and \textit{L. Zambotti}, Adv. Appl. Probab. 48, No. 3, 648--671 (2016; Zbl 1351.60031) Full Text: DOI arXiv Euclid
Froyland, Gary; Stuart, Robyn M. Cheeger inequalities for absorbing Markov chains. (English) Zbl 1351.60091 Adv. Appl. Probab. 48, No. 3, 631-647 (2016). MSC: 60J10 PDFBibTeX XMLCite \textit{G. Froyland} and \textit{R. M. Stuart}, Adv. Appl. Probab. 48, No. 3, 631--647 (2016; Zbl 1351.60091) Full Text: DOI Euclid