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Found 309 Documents (Results 1–100)

Large deviation principle for terminating multidimensional compound renewal processes with application to polymer pinning models. (English. Russian original) Zbl 1515.60278

Probl. Inf. Transm. 58, No. 2, 144-159 (2022); translation from Probl. Peredachi Inf. 58, No. 2, 48-65 (2022).
MSC:  60K05 60F10
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Stochastic models in actuarial risk theory. A mathematical introduction. 2nd edition. (Stochastische Modelle der aktuariellen Risikotheorie. Eine mathematische Einführung.) (German) Zbl 1433.91002

Masterclass. Berlin: Springer Spektrum (ISBN 978-3-662-60923-1/pbk; 978-3-662-60924-8/ebook). x, 288 p. (2020).
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A characterization of equivalent martingale probability measures in a mixed renewal risk model with applications in Risk Theory. arXiv:2007.09051

Preprint, arXiv:2007.09051 [math.PR] (2020).
MSC:  60G55 91B30 28A35 60A10 60G44 60K05
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Fluid limit for switching closed queueing network with two multi-servers. (English) Zbl 1452.90092

Vishnevskiy, Vladimir M. (ed.) et al., Distributed computer and communication networks. 20th international conference, DCCN 2017, Moscow, Russia, September 25–29, 2017. Proceedings. Cham: Springer. Commun. Comput. Inf. Sci. 700, 343-354 (2017).
MSC:  90B22 60K20
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Stochastic models in actuarial risk theory. A mathematical introduction. (Stochastische Modelle der aktuariellen Risikotheorie. Eine mathematische Einführung.) (German) Zbl 1298.91008

Springer-Lehrbuch Masterclass. Heidelberg: Springer Spektrum (ISBN 978-3-642-53951-0/pbk; 978-3-642-53952-7/ebook). ix, 196 p. (2014).
MSC:  91-01 91B30 91B70 62P05 60K10 60G70
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