Søren Asmussen
- 期刊名称Journal of Applied Probability
- 作者Glynn, Peter; Mikosch, Thomas; Rolski, Tomasz; Rubinstein, Reuven
- 卷第48卷
- 印刷ISSN0021-9002
- 电子ISSN1475-6072
- 文件大小93.28KB
- 发表时间2011-08
- DOI10.1017/s002190020009906x
Subexponential Distributions and Integrated TailsClaudia Klüppelberg · Journal of Applied Probability · 1988
Diffusion Approximations in Collective Risk TheoryDonald L. Iglehart · Journal of Applied Probability · 1969
Optimal Estimation for SemimartingalesA. Thavaneswaran and M. E. Thompson · Journal of Applied Probability · 1986
The Generalised Coupon Collector ProblemPeter Neal · Journal of Applied Probability · 2008
Honest Bernoulli ExcursionsLaurel Smith and Persi Diaconis · Journal of Applied Probability · 1988
On Aggregated Markov ProcessesDonald R. Fredkin and John A. Rice · Journal of Applied Probability · 1986
Maximum Dynamic Entropy ModelsMajid Asadi, Nader Ebrahimi, G. G. Hamedani and Ehsan S. Soofi · Journal of Applied Probability · 2004
The Distribution of Brownian QuantilesMarc Yor · Journal of Applied Probability · 1995