Pages that link to "Item:Q3747455"
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The following pages link to The virtual waiting-time and related processes (Q3747455):
Displaying 13 items.
- On exact solutions to the Kolmogorov-Feller equation (Q340000) (← links)
- The distribution of the interval between events of a Cox process with shot noise intensity (Q1009401) (← links)
- Valuation of CDS counterparty risk under a reduced-form model with regime-switching shot noise default intensities (Q1690473) (← links)
- Virtual waiting time in single-server queueing model \(M|G|1\) with unreliable server and catastrophes (Q1980541) (← links)
- Regime-switching shot-noise processes and longevity bond pricing (Q2257575) (← links)
- Virtual waiting time in a system with Markov-modulated input (Q2387819) (← links)
- A Multivariate Regime-Switching Mean Reverting Process and Its Application to the Valuation of Credit Risk (Q2875524) (← links)
- The Virtual Waiting Time for the Batch Arrival Queueing Systems (Q3158177) (← links)
- Non-uniqueness of evapotranspiration due to spatial heterogeneity of plant species (Q3503390) (← links)
- (Q4240065) (← links)
- Regime-switching pure jump processes and applications in the valuation of mortality-linked products (Q4634823) (← links)
- Kalman-Bucy Filtering for Linear Systems Driven by the Cox Process with Shot Noise Intensity and Its Application to the Pricing of Reinsurance Contracts (Q5312843) (← links)
- The equality of the virtual delay and attained waiting time distributions (Q5751727) (← links)
