Pages that link to "Item:Q1109405"
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The following pages link to Approximation with generalized hyperexponential distributions: Weak convergence results (Q1109405):
Displaying 30 items.
- A Laplace transform method for order statistics from nonidentical random variables and its application in phase-type distribution (Q553025) (← links)
- Analysis of risk models using a level crossing technique (Q654805) (← links)
- On finite-time ruin probabilities in a generalized dual risk model with dependence (Q726237) (← links)
- Explicit solution of an inverse first-passage time problem for Lévy processes and counterparty credit risk (Q748309) (← links)
- On occupation times in the red of Lévy risk models (Q784389) (← links)
- Stationary distribution of the surplus in a risk model with dividends and reinvestments (Q892877) (← links)
- Approximation with generalized hyperexponential distributions: Weak convergence results (Q1109405) (← links)
- Approximating probability densities on the positive half-line (Q1119257) (← links)
- Markov chain approximation methods in a class of level-crossing problems (Q1375122) (← links)
- Analysis of the M/G/1 processor-sharing queue with bulk arrivals (Q1400352) (← links)
- Sharp bounds for exponential approximations of NWUE distributions (Q1617324) (← links)
- Vasicek model with mixed-exponential jumps and its applications in finance and insurance (Q1712117) (← links)
- Asymptotic analysis of the mixed-exponential jump diffusion model and its financial applications (Q2098012) (← links)
- Probability masses Fitting in the analysis of manufacturing flow lines (Q2430642) (← links)
- Queue length distribution of an unreliable machine. (Q2468628) (← links)
- Valuing guaranteed equity-linked contracts under piecewise constant forces of mortality (Q2520443) (← links)
- First passage problems of refracted jump diffusion processes and their applications in valuing equity-linked death benefits (Q2673386) (← links)
- Randomisation and recursion methods for mixed-exponential Lévy models, with financial applications (Q2794727) (← links)
- An algorithm for fitting heavy-tailed distributions via generalized hyperexponentials (Q2815428) (← links)
- Failure Time of Non Homogeneous Gamma Process (Q2921863) (← links)
- A General Framework for Stochastic One-machine Scheduling Problems with Zero Release Times and No Partial Ordering (Q3416015) (← links)
- Characterization of Matrix-Exponential Distributions (Q3529848) (← links)
- Computing steady-state queueing-time distributions of single-server queues:GI X /M/1 (Q4031967) (← links)
- VALUING EQUITY-LINKED DEATH BENEFITS IN A REGIME-SWITCHING FRAMEWORK (Q4563742) (← links)
- Level-crossing probabilities and first-passage times for linear processes (Q4819499) (← links)
- JDOI variance reduction method and the pricing of American-style options (Q5079357) (← links)
- Approximations for the Queue Length Distributions of Time-Varying Many-Server Queues (Q5131698) (← links)
- ALTERNATIVE ANALYSIS OF FINITE-TIME PROBABILITY DISTRIBUTIONS OF RENEWAL THEORY (Q5416369) (← links)
- Fitting combinations of exponentials to probability distributions (Q5430334) (← links)
- Approximating a Cumulative Distribution Function by Generalized Hyperexponential Distributions (Q5488531) (← links)
