The following pages link to (Q4229047):
Displaying 50 items.
- PageRank on inhomogeneous random digraphs (Q1986028) (← links)
- Generalized negative binomial distributions as mixed geometric laws and related limit theorems (Q2010119) (← links)
- Moments of losses during busy-periods of regular and nonpreemptive oscillating \(M^X/G/1/n\) systems (Q2014667) (← links)
- Some characterizations of mixed renewal processes (Q2076558) (← links)
- Applications of a change of measures technique for compound mixed renewal processes to the ruin problem (Q2122922) (← links)
- Valuing options in shot noise market (Q2149143) (← links)
- A family of induced distributions (Q2157410) (← links)
- On stochastic comparisons and ageing properties of multivariate proportional hazard rate mixtures (Q2175223) (← links)
- On the discrete quasi xgamma distribution (Q2195956) (← links)
- Two frameworks for pricing defaultable derivatives (Q2213633) (← links)
- Approximations of the ruin probability in a discrete time risk model (Q2218139) (← links)
- Tail asymptotics for the \(M_1,M_2/G_1,G_2/1\) retrial queue with non-preemptive priority (Q2220362) (← links)
- I-delaporte process and applications (Q2228996) (← links)
- Computing bounds on the expected maximum of correlated normal variables (Q2270188) (← links)
- Stochastic approximations to the Pitman-Yor process (Q2290710) (← links)
- Negative ageing properties for counting processes arising in virtual age models (Q2290872) (← links)
- Some goodness-of-fit tests for the Poisson distribution with applications in biodosimetry (Q2291309) (← links)
- Robust heavy-traffic approximations for service systems facing overdispersed demand (Q2315070) (← links)
- Bootstrap percolation in directed inhomogeneous random graphs (Q2315432) (← links)
- The order-statistic claim process with dependent claim frequencies and severities (Q2320793) (← links)
- Gaps and interleaving of point processes in sampling from a residual allocation model (Q2325387) (← links)
- Studies on generalized Yule models (Q2326529) (← links)
- Adaptive Laguerre density estimation for mixed Poisson models (Q2346525) (← links)
- Asymptotic behavior of the moments of the ratio of the random sum of squares to the square of the random sum (Q2373691) (← links)
- Some characterizations of mixed Poisson processes (Q2392490) (← links)
- Prediction of components in random sums (Q2397965) (← links)
- Log-convexity of counting processes evaluated at a random end of observation time with applications to queueing models (Q2397970) (← links)
- On the sample path properties of mixed Poisson processes (Q2417037) (← links)
- Nash equilibrium premium strategies for push-pull competition in a frictional non-life insurance market (Q2421401) (← links)
- On the design of citizens' initiatives in a union of states (Q2440147) (← links)
- A note on discounted compound renewal sums under dependency (Q2442513) (← links)
- Fractional Poisson processes and their representation by infinite systems of ordinary differential equations (Q2444372) (← links)
- An adaptive premium policy with a Bayesian motivation in the classical risk model (Q2445348) (← links)
- Asymptotic distributions of statistics and parameter estimates for mixed Poisson processes (Q2455420) (← links)
- Characterization of count data distributions involving additivity and binomial subsampling (Q2465277) (← links)
- Strong, weak and false inverse power laws (Q2503969) (← links)
- Approximations of ruin probabilities in mixed Poisson models with lattice claim amounts (Q2507609) (← links)
- A note on the gaps in the support of discretely infinitely divisible laws (Q2510946) (← links)
- On the analysis of time dependent claims in a class of birth process claim count models (Q2513632) (← links)
- Ruin probabilities for risk models with ordered claim arrivals (Q2513660) (← links)
- On multivariate discounted compound renewal sums with time-dependent claims in the presence of reporting/payment delays (Q2520463) (← links)
- Reinsurance of large claims (Q2571225) (← links)
- Asymptotics for ratios with applications to reinsurance (Q2644306) (← links)
- On properties of the phase-type mixed Poisson process and its applications to reliability shock modeling (Q2684950) (← links)
- Two-Sided Bounds for Tails of Compound Negative Binomial Distributions in the Exponential and Heavy-Tailed Cases (Q2739859) (← links)
- CONDITIONAL RUIN PROBABILITY WITH STOCHASTIC INTEREST RATE (Q2746365) (← links)
- On stochastic predictions of failure processes under population heterogeneity (Q2854083) (← links)
- An improvement of the Berry–Esseen inequality with applications to Poisson and mixed Poisson random sums (Q2866300) (← links)
- On mixing, compounding, and tail properties of a class of claim number distributions (Q2868614) (← links)
- The DFR Property for Counting Processes Stopped at an Independent Random Time (Q2949855) (← links)
