×

Found 211 Documents (Results 1–100)

100
MathJax

Explicit transient probabilities of various Markov models. (English) Zbl 07465308

Swift, Randall J. (ed.) et al., Stochastic processes and functional analysis. New perspectives. AMS special session celebrating M. M. Rao’s many mathematical contributions as he turns 90 years old. University of California, Riverside, California, November 9–10, 2019. Providence, RI: American Mathematical Society (AMS). Contemp. Math. 774, 97-151 (2021).
MSC:  60J10 60J22
PDF BibTeX XML Cite
Full Text: DOI

Viscosity solutions of integro-differential equations for nonruin probabilities. (English. Russian original) Zbl 1415.91150

Theory Probab. Appl. 60, No. 4, 671-679 (2016); translation from Teor. Veroyatn. Primen. 60, No. 4, 802-810 (2015).
MSC:  91B30 45K05 60G51 49L25
PDF BibTeX XML Cite
Full Text: DOI

Ruin probabilities. 2nd ed. (English) Zbl 1247.91080

Advanced Series on Statistical Science & Applied Probability 14. Hackensack, NJ: World Scientific (ISBN 978-981-4282-52-9/hbk; 978-981-4282-53-6/ebook). xvii, 602 p. (2010).
MSC:  91B30 60-02 60J75 60K05 60K15 60G44 60G50 60J60 60F10 60K37
PDF BibTeX XML Cite
Full Text: Link

Filter Results by …

Document Type

Reviewing State

all top 5

Author

all top 5

Serial

all top 5

Year of Publication

all top 3

Classification

Biographic Reference

all top 3

Software