Acan, Hüseyin; Frieze, Alan; Pittel, Boris Giant descendant trees, matchings, and independent sets in age-biased attachment graphs. (English) Zbl 1492.05141 J. Appl. Probab. 59, No. 2, 299-324 (2022). Reviewer: David B. Penman (Colchester) MSC: 05C80 05C05 60C05 05C30 PDFBibTeX XMLCite \textit{H. Acan} et al., J. Appl. Probab. 59, No. 2, 299--324 (2022; Zbl 1492.05141) Full Text: DOI arXiv
Gerhold, Stefan; Jacquier, Antoine; Pakkanen, Mikko; Stone, Henry; Wagenhofer, Thomas Corrigendum to: “Pathwise large deviations for the rough Bergomi model”. (English) Zbl 1470.60087 J. Appl. Probab. 58, No. 3, 849-850 (2021). MSC: 60F10 60G22 91G20 60G15 PDFBibTeX XMLCite \textit{S. Gerhold} et al., J. Appl. Probab. 58, No. 3, 849--850 (2021; Zbl 1470.60087) Full Text: DOI
Lehtomaa, Jaakko Estimating tails of independently stopped random walks using concave approximations of hazard functions. (English) Zbl 1477.60071 J. Appl. Probab. 58, No. 3, 773-793 (2021). MSC: 60G50 60E05 60F10 44A60 PDFBibTeX XMLCite \textit{J. Lehtomaa}, J. Appl. Probab. 58, No. 3, 773--793 (2021; Zbl 1477.60071) Full Text: DOI Link
Delsing, Guusje; Mandjes, Michel A transient Cramér-Lundberg model with applications to credit risk. (English) Zbl 1477.60073 J. Appl. Probab. 58, No. 3, 721-745 (2021). MSC: 60G51 62P05 PDFBibTeX XMLCite \textit{G. Delsing} and \textit{M. Mandjes}, J. Appl. Probab. 58, No. 3, 721--745 (2021; Zbl 1477.60073) Full Text: DOI arXiv
Horvath, Blanka; Jacquier, Antoine; Lacombe, Chloé Asymptotic behaviour of randomised fractional volatility models. (English) Zbl 1465.60071 J. Appl. Probab. 56, No. 2, 496-523 (2019). MSC: 60J60 60F10 60G15 60G22 91B70 PDFBibTeX XMLCite \textit{B. Horvath} et al., J. Appl. Probab. 56, No. 2, 496--523 (2019; Zbl 1465.60071) Full Text: DOI arXiv
Pittel, Boris On random quadratic forms: supports of potential local maxima. (English) Zbl 1407.37122 J. Appl. Probab. 55, No. 4, 1113-1130 (2018). MSC: 37N25 92D25 92D10 PDFBibTeX XMLCite \textit{B. Pittel}, J. Appl. Probab. 55, No. 4, 1113--1130 (2018; Zbl 1407.37122) Full Text: DOI arXiv
Jacquier, Antoine; Pakkanen, Mikko S.; Stone, Henry Pathwise large deviations for the rough Bergomi model. (English) Zbl 1405.60037 J. Appl. Probab. 55, No. 4, 1078-1092 (2018); corrigendum ibid. 58, No. 3, 849-850 (2021). MSC: 60F10 60G22 91G20 60G15 PDFBibTeX XMLCite \textit{A. Jacquier} et al., J. Appl. Probab. 55, No. 4, 1078--1092 (2018; Zbl 1405.60037) Full Text: DOI arXiv Link
Nyquist, Pierre Moderate deviation principles for importance sampling estimators of risk measures. (English) Zbl 1400.60041 J. Appl. Probab. 54, No. 2, 490-506 (2017). MSC: 60F10 65C05 62F12 62P05 PDFBibTeX XMLCite \textit{P. Nyquist}, J. Appl. Probab. 54, No. 2, 490--506 (2017; Zbl 1400.60041) Full Text: DOI
Lehtomaa, Jaakko Large deviations of means of heavy-tailed random variables with finite moments of all orders. (English) Zbl 1400.60031 J. Appl. Probab. 54, No. 1, 66-81 (2017). MSC: 60E15 60F10 62G32 60E05 PDFBibTeX XMLCite \textit{J. Lehtomaa}, J. Appl. Probab. 54, No. 1, 66--81 (2017; Zbl 1400.60031) Full Text: DOI Link
Rønn-Nielsen, Anders; Jensen, Eva B. Vedel Tail asymptotics for the supremum of an infinitely divisible field with convolution equivalent Lévy measure. (English) Zbl 1337.60032 J. Appl. Probab. 53, No. 1, 244-261 (2016). MSC: 60F10 60G60 60E07 60G51 60D05 PDFBibTeX XMLCite \textit{A. Rønn-Nielsen} and \textit{E. B. V. Jensen}, J. Appl. Probab. 53, No. 1, 244--261 (2016; Zbl 1337.60032) Full Text: DOI Euclid Link
Packham, N.; Kalkbrener, M.; Overbeck, L. Asymptotic behaviour of multivariate default probabilities and default correlations under stress. (English) Zbl 1345.60032 J. Appl. Probab. 53, No. 1, 71-81 (2016). MSC: 60F99 60G70 91G40 PDFBibTeX XMLCite \textit{N. Packham} et al., J. Appl. Probab. 53, No. 1, 71--81 (2016; Zbl 1345.60032) Full Text: DOI Euclid Link
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Soja-Kukieła, Natalia Extremes of homogeneous Gaussian random fields. (English) Zbl 1315.60059 J. Appl. Probab. 52, No. 1, 55-67 (2015). MSC: 60G60 60G70 60G15 PDFBibTeX XMLCite \textit{K. Dȩbicki} et al., J. Appl. Probab. 52, No. 1, 55--67 (2015; Zbl 1315.60059) Full Text: DOI arXiv Euclid
Embrechts, Paul; Hashorva, Enkelejd; Mikosch, Thomas Aggregation of log-linear risks. (English) Zbl 1334.60029 J. Appl. Probab. 51A, Spec. Vol., 203-212 (2014). MSC: 60F10 60G15 60G70 91B30 PDFBibTeX XMLCite \textit{P. Embrechts} et al., J. Appl. Probab. 51A, 203--212 (2014; Zbl 1334.60029) Full Text: DOI Euclid
Gnedin, Alexander; Iksanov, Alexander; Marynych, Alexander \(\Lambda\)-coalescents: a survey. (English) Zbl 1322.60152 J. Appl. Probab. 51A, Spec. Vol., 23-40 (2014). MSC: 60J25 60J27 60G09 60C05 60G51 PDFBibTeX XMLCite \textit{A. Gnedin} et al., J. Appl. Probab. 51A, 23--40 (2014; Zbl 1322.60152) Full Text: DOI Euclid
Vergara, Vicente Asymptotic behaviour of the time-fractional telegraph equation. (English) Zbl 1327.60095 J. Appl. Probab. 51, No. 3, 890-893 (2014). MSC: 60G22 35R11 35R09 45K05 45M05 26A33 PDFBibTeX XMLCite \textit{V. Vergara}, J. Appl. Probab. 51, No. 3, 890--893 (2014; Zbl 1327.60095) Full Text: DOI Euclid
López, Oscar; Ratanov, Nikita On the asymmetric telegraph processes. (English) Zbl 1304.60079 J. Appl. Probab. 51, No. 2, 569-589 (2014). Reviewer: Gabriel V. Orman (Braşov) MSC: 60J27 60J65 60F05 60K99 PDFBibTeX XMLCite \textit{O. López} and \textit{N. Ratanov}, J. Appl. Probab. 51, No. 2, 569--589 (2014; Zbl 1304.60079) Full Text: DOI
Dassios, Angelos; Zhao, Hongbiao A risk model with delayed claims. (English) Zbl 1278.91084 J. Appl. Probab. 50, No. 3, 686-702 (2013). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 91B30 60G55 60F05 PDFBibTeX XMLCite \textit{A. Dassios} and \textit{H. Zhao}, J. Appl. Probab. 50, No. 3, 686--702 (2013; Zbl 1278.91084) Full Text: DOI Euclid
Dȩbicki, Krzysztof; Sierpińska, Iwona; Zwart, Bert Asymptotics of hybrid fluid queues with Lévy input. (English) Zbl 1268.60112 J. Appl. Probab. 50, No. 1, 103-113 (2013). Reviewer: P. R. Parthasarathy (Chennai) MSC: 60K25 60G15 60G70 60F10 PDFBibTeX XMLCite \textit{K. Dȩbicki} et al., J. Appl. Probab. 50, No. 1, 103--113 (2013; Zbl 1268.60112) Full Text: DOI Euclid
George, David K.; Xia, Cathy H.; Squillante, Mark S. Exact-order asymptotic analysis for closed queueing networks. (English) Zbl 1242.90063 J. Appl. Probab. 49, No. 2, 503-520 (2012). MSC: 90B22 60K25 68M20 90B15 PDFBibTeX XMLCite \textit{D. K. George} et al., J. Appl. Probab. 49, No. 2, 503--520 (2012; Zbl 1242.90063) Full Text: DOI Euclid
Chen, Yiqing The finite-time ruin probability with dependent insurance and financial risks. (English) Zbl 1230.91069 J. Appl. Probab. 48, No. 4, 1035-1048 (2011). MSC: 91B30 62P05 62E10 PDFBibTeX XMLCite \textit{Y. Chen}, J. Appl. Probab. 48, No. 4, 1035--1048 (2011; Zbl 1230.91069) Full Text: DOI
Muhle-Karbe, Johannes; Nutz, Marcel Small-time asymptotics of option prices and first absolute moments. (English) Zbl 1229.91321 J. Appl. Probab. 48, No. 4, 1003-1020 (2011). MSC: 91G20 91B25 60G44 PDFBibTeX XMLCite \textit{J. Muhle-Karbe} and \textit{M. Nutz}, J. Appl. Probab. 48, No. 4, 1003--1020 (2011; Zbl 1229.91321) Full Text: DOI arXiv
Czarna, Irmina; Palmowski, Zbigniew Ruin probability with Parisian delay for a spectrally negative Lévy risk process. (English) Zbl 1232.60036 J. Appl. Probab. 48, No. 4, 984-1002 (2011). Reviewer: Pavel Stoynov (Sofia) MSC: 60G51 93E20 60J99 PDFBibTeX XMLCite \textit{I. Czarna} and \textit{Z. Palmowski}, J. Appl. Probab. 48, No. 4, 984--1002 (2011; Zbl 1232.60036) Full Text: DOI arXiv
Grübel, Rudolf; Wegener, Hendrik Matchmaking and testing for exponentiality in the \(M/G/\infty\) queue. (English) Zbl 1217.60081 J. Appl. Probab. 48, No. 1, 131-144 (2011). Reviewer: Vyacheslav Abramov (Melbourne) MSC: 60K25 62M07 62M20 PDFBibTeX XMLCite \textit{R. Grübel} and \textit{H. Wegener}, J. Appl. Probab. 48, No. 1, 131--144 (2011; Zbl 1217.60081) Full Text: DOI
Chen, Yiqing; Chen, Anyue; Ng, Kai W. The strong law of large numbers for extended negatively dependent random variables. (English) Zbl 1213.60058 J. Appl. Probab. 47, No. 4, 908-922 (2010). Reviewer: Nijole Kalinauskaitė (Vilnius) MSC: 60F15 60K05 PDFBibTeX XMLCite \textit{Y. Chen} et al., J. Appl. Probab. 47, No. 4, 908--922 (2010; Zbl 1213.60058) Full Text: DOI
Konstantinides, Dimitrios G.; Ng, Kai W.; Tang, Qihe The probabilities of absolute ruin in the renewal risk model with constant force of interest. (English) Zbl 1194.91094 J. Appl. Probab. 47, No. 2, 323-334 (2010). Reviewer: Kristina Sendova (London, Ontario) MSC: 91B30 60G70 60K05 PDFBibTeX XMLCite \textit{D. G. Konstantinides} et al., J. Appl. Probab. 47, No. 2, 323--334 (2010; Zbl 1194.91094) Full Text: DOI
Vlasiou, Maria; Palmowski, Zbigniew Tail asymptotics for a random sign Lindley recursion. (English) Zbl 1186.60023 J. Appl. Probab. 47, No. 1, 72-83 (2010). MSC: 60F10 60K25 PDFBibTeX XMLCite \textit{M. Vlasiou} and \textit{Z. Palmowski}, J. Appl. Probab. 47, No. 1, 72--83 (2010; Zbl 1186.60023) Full Text: DOI arXiv
Asmussen, Søren Importance sampling for failure probabilities in computing and data transmission. (English) Zbl 1173.65005 J. Appl. Probab. 46, No. 3, 768-790 (2009). MSC: 65C60 65C05 68M15 60F05 68M20 62P30 62F25 PDFBibTeX XMLCite \textit{S. Asmussen}, J. Appl. Probab. 46, No. 3, 768--790 (2009; Zbl 1173.65005) Full Text: DOI
Krieger, Abba M.; Pollak, Moshe; Samuel-Cahn, Ester Beat the mean: sequential selection by better than average rules. (English) Zbl 1137.62055 J. Appl. Probab. 45, No. 1, 244-259 (2008). MSC: 62L99 62G99 62F07 62L10 60F15 PDFBibTeX XMLCite \textit{A. M. Krieger} et al., J. Appl. Probab. 45, No. 1, 244--259 (2008; Zbl 1137.62055) Full Text: DOI
Ko, Bangwon; Tang, Qihe Sums of dependent nonnegative random variables with subexponential tails. (English) Zbl 1137.62310 J. Appl. Probab. 45, No. 1, 85-94 (2008). MSC: 62E20 62G32 60G70 PDFBibTeX XMLCite \textit{B. Ko} and \textit{Q. Tang}, J. Appl. Probab. 45, No. 1, 85--94 (2008; Zbl 1137.62310) Full Text: DOI
Klüppelberg, Claudia; Resnick, Sidney I. The Pareto copula, aggregation of risks, and the emperor’s socks. (English) Zbl 1144.62037 J. Appl. Probab. 45, No. 1, 67-84 (2008). Reviewer: D. N. Shanbhag (Sheffield) MSC: 62H05 62G32 60G70 62G30 91B30 62E20 60F17 PDFBibTeX XMLCite \textit{C. Klüppelberg} and \textit{S. I. Resnick}, J. Appl. Probab. 45, No. 1, 67--84 (2008; Zbl 1144.62037) Full Text: DOI
Kim, Jerim; Kim, Bara; Ko, Sung-Seok Tail asymptotics for the queue size distribution in an M/G/1 retrial queue. (English) Zbl 1133.60361 J. Appl. Probab. 44, No. 4, 1111-1118 (2007). MSC: 60K25 90B22 PDFBibTeX XMLCite \textit{J. Kim} et al., J. Appl. Probab. 44, No. 4, 1111--1118 (2007; Zbl 1133.60361) Full Text: DOI Euclid
Tang, Qihe Heavy tails of discounted aggregate claims in the continuous-time renewal model. (English) Zbl 1211.91152 J. Appl. Probab. 44, No. 2, 285-294 (2007). MSC: 91B30 60G55 60G70 PDFBibTeX XMLCite \textit{Q. Tang}, J. Appl. Probab. 44, No. 2, 285--294 (2007; Zbl 1211.91152) Full Text: DOI
Wang, Yuebao; Wang, Kaiyong Asymptotics of the density of the supremum of a random walk with heavy-tailed increments. (English) Zbl 1120.60048 J. Appl. Probab. 43, No. 3, 874-879 (2006). MSC: 60G50 60F99 60E05 60G70 PDFBibTeX XMLCite \textit{Y. Wang} and \textit{K. Wang}, J. Appl. Probab. 43, No. 3, 874--879 (2006; Zbl 1120.60048) Full Text: DOI
Yin, Chuancun; Zhao, Junsheng Nonexponential asymptotics for the solutions of renewal equations, with applications. (English) Zbl 1125.60090 J. Appl. Probab. 43, No. 3, 815-824 (2006). Reviewer: Florin Gorunescu (Craiova) MSC: 60K05 60K10 60K30 PDFBibTeX XMLCite \textit{C. Yin} and \textit{J. Zhao}, J. Appl. Probab. 43, No. 3, 815--824 (2006; Zbl 1125.60090) Full Text: DOI
Geluk, Jaap; Ng, Kai W. Tail behavior of negatively associated heavy-tailed sums. (English) Zbl 1104.60313 J. Appl. Probab. 43, No. 2, 587-593 (2006). MSC: 60G50 62E20 PDFBibTeX XMLCite \textit{J. Geluk} and \textit{K. W. Ng}, J. Appl. Probab. 43, No. 2, 587--593 (2006; Zbl 1104.60313) Full Text: DOI
Brummelhuis, Raymond; Guégan, Dominique Multiperiod conditional distribution functions for conditionally normal GARCH(1, 1) models. (English) Zbl 1084.62087 J. Appl. Probab. 42, No. 2, 426-445 (2005). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 62E17 62P05 62E20 91B28 PDFBibTeX XMLCite \textit{R. Brummelhuis} and \textit{D. Guégan}, J. Appl. Probab. 42, No. 2, 426--445 (2005; Zbl 1084.62087) Full Text: DOI
Ayhan, H.; Palmowski, Z.; Schlegel, S. Cyclic queueing networks with subexponential service times. (English) Zbl 1066.60075 J. Appl. Probab. 41, No. 3, 791-801 (2004). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60K25 90B22 60K20 PDFBibTeX XMLCite \textit{H. Ayhan} et al., J. Appl. Probab. 41, No. 3, 791--801 (2004; Zbl 1066.60075) Full Text: DOI Link
Ng, Kai W.; Tang, Qihe Asymptotic behavior of tail and local probabilities for sums of subexponential random variables. (English) Zbl 1057.60049 J. Appl. Probab. 41, No. 1, 108-116 (2004). MSC: 60G50 62E20 PDFBibTeX XMLCite \textit{K. W. Ng} and \textit{Q. Tang}, J. Appl. Probab. 41, No. 1, 108--116 (2004; Zbl 1057.60049) Full Text: DOI Link
Dȩbicki, Krzysztof; Mandjes, Michel Exact overflow asymptotics for queues with many Gaussian inputs. (English) Zbl 1041.60036 J. Appl. Probab. 40, No. 3, 704-720 (2003). MSC: 60G15 60G70 60K25 PDFBibTeX XMLCite \textit{K. Dȩbicki} and \textit{M. Mandjes}, J. Appl. Probab. 40, No. 3, 704--720 (2003; Zbl 1041.60036) Full Text: DOI Link
Mercier, S.; Cellier, D.; Charlot, D. An improved approximation for assessing the statistical significance of molecular sequence features. (English) Zbl 1033.60058 J. Appl. Probab. 40, No. 2, 427-441 (2003). Reviewer: J. Galambos (Philadelphia) MSC: 60G50 PDFBibTeX XMLCite \textit{S. Mercier} et al., J. Appl. Probab. 40, No. 2, 427--441 (2003; Zbl 1033.60058) Full Text: DOI Link
Sethuraman, Sunder A clustering law for some discrete order statistics. (English) Zbl 1016.62062 J. Appl. Probab. 40, No. 1, 226-241 (2003). MSC: 62G32 62G30 PDFBibTeX XMLCite \textit{S. Sethuraman}, J. Appl. Probab. 40, No. 1, 226--241 (2003; Zbl 1016.62062) Full Text: DOI Link
Mallor, F.; Omey, E. Shocks, runs and random sums. (English) Zbl 0987.60028 J. Appl. Probab. 38, No. 2, 438-448 (2001). Reviewer: A.J.Stam (Winsum) MSC: 60E10 60F05 60K10 90B25 26A12 60G50 PDFBibTeX XMLCite \textit{F. Mallor} and \textit{E. Omey}, J. Appl. Probab. 38, No. 2, 438--448 (2001; Zbl 0987.60028) Full Text: DOI
van der Mei, R. D. Delay in polling systems with large switch-over times. (English) Zbl 0955.60095 J. Appl. Probab. 36, No. 1, 232-243 (1999). Reviewer: W.Schlee-Kössler (Baldham) MSC: 60K25 90B22 PDFBibTeX XMLCite \textit{R. D. van der Mei}, J. Appl. Probab. 36, No. 1, 232--243 (1999; Zbl 0955.60095) Full Text: DOI
Likhanov, Nikolay; Mazumdar, Ravi R. Cell loss asymptotics for buffers fed with a large number of independent stationary sources. (English) Zbl 0944.60097 J. Appl. Probab. 36, No. 1, 86-96 (1999). MSC: 60K30 60F10 60K25 90B22 PDFBibTeX XMLCite \textit{N. Likhanov} and \textit{R. R. Mazumdar}, J. Appl. Probab. 36, No. 1, 86--96 (1999; Zbl 0944.60097) Full Text: DOI
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