On matrix exponential approximations of ruin probabilities for the classic and Brownian perturbed Cramér-Lundberg processes

von Avram, Florin
Veröffentlicht in Insurance / Mathematics & economics (2014)

Comments on: Light tail asymptotics in multidimensional reflecting processes for queueing networks

von Avram, Florin
Veröffentlicht in Madrid Conference on Queueing Theory (3 : 2010 : Toledo) Special issue on MCQT'10 (2011)

On symbolic RG factorization of quasi-birth-and-death processes

von Avram, Florin
Veröffentlicht in Madrid Conference on Queueing Theory (3 : 2010 : Toledo) Special issue on MCQT'10 (2011)

An examination of the sign and volatility switching arch models under alternative distributional assumptions

von Omran, Mohamed F.
Veröffentlicht in Maximum likelihood estimation of misspecified models (2003)

A two-dimensional ruin problem on the positive quadrant

von Avram, Florin
Veröffentlicht in Insurance / Mathematics & economics (2008)

On a class of dependent Sparre Andersen risk models and a bailout application

von Avram, Florin
Veröffentlicht in Insurance / Mathematics & economics (2016)

On taxed spectrally negative Lévy processes with draw-down stopping

von Avram, Florin
Veröffentlicht in Insurance / Mathematics & economics (2017)

Rejoinder on: Light tail asymptotics in multidimensional reflecting processes for queueing networks

von Miyazawa, Masakiyo
Veröffentlicht in Madrid Conference on Queueing Theory (3 : 2010 : Toledo) Special issue on MCQT'10 (2011)