Fractional Brownian Motion Delayed by Tempered and Inverse Tempered Stable Subordinators
来源期刊:Methodology and Computing in Applied ProbabilityDOI:10.1007/S11009-018-9648-X
Discretely Observed Brownian Motion Governed by Telegraph Process: Estimation
来源期刊:Methodology and Computing in Applied ProbabilityDOI:10.1007/S11009-017-9547-6
A Model-Point Approach to Indifference Pricing of Life Insurance Portfolios with Dependent Lives
来源期刊:Methodology and Computing in Applied ProbabilityDOI:10.1007/S11009-017-9611-2
Batch Renewal Arrival Process Subject to Geometric Catastrophes
来源期刊:Methodology and Computing in Applied ProbabilityDOI:10.1007/S11009-018-9643-2
Bounds on Concordance-Based Validation Statistics in Regression Models for Binary Responses
来源期刊:Methodology and Computing in Applied ProbabilityDOI:10.1007/S11009-017-9613-0
First Hitting Time Distributions for Brownian Motion and Regions with Piecewise Linear Boundaries
来源期刊:Methodology and Computing in Applied ProbabilityDOI:10.1007/S11009-018-9638-Z
Some Results and Applications of Geometric Counting Processes
来源期刊:Methodology and Computing in Applied ProbabilityDOI:10.1007/S11009-018-9649-9
Ruin and Deficit Under Claim Arrivals with the Order Statistics Property
来源期刊:Methodology and Computing in Applied ProbabilityDOI:10.1007/S11009-018-9669-5
Two-Sided Exit Problems in the Ordered Risk Model
来源期刊:Methodology and Computing in Applied ProbabilityDOI:10.1007/S11009-017-9606-Z
Estimation of Inverse Lindley Distribution Using Product of Spacings Function for Hybrid Censored Data
来源期刊:Methodology and Computing in Applied ProbabilityDOI:10.1007/S11009-018-9676-6
Expectation Bayesian Estimation of System Reliability Based on Failures
来源期刊:Methodology and Computing in Applied ProbabilityDOI:10.1007/S11009-018-9656-X
Susceptibility Sets and the Final Outcome of Collective Reed–Frost Epidemics
来源期刊:Methodology and Computing in Applied ProbabilityDOI:10.1007/S11009-018-9631-6
First Passage Time of a Lévy Degradation Model with Random Effects
来源期刊:Methodology and Computing in Applied ProbabilityDOI:10.1007/S11009-018-9657-9
The Slash Lindley-Weibull Distribution
来源期刊:Methodology and Computing in Applied ProbabilityDOI:10.1007/S11009-018-9651-2
Different Closed-Form Expressions for Generalized Entropy Rates of Markov Chains
来源期刊:Methodology and Computing in Applied ProbabilityDOI:10.1007/S11009-018-9679-3
A Discrete-Time GIX/Geo/1 Queue with Multiple Working Vacations Under Late and Early Arrival System
来源期刊:Methodology and Computing in Applied ProbabilityDOI:10.1007/S11009-019-09724-6
Sufficient Conditions for some Transform Orders Based on the Quantile Density Ratio
来源期刊:Methodology and Computing in Applied ProbabilityDOI:10.1007/s11009-019-09740-6
Practical Aspects of False Alarm Control for Change Point Detection: Beyond Average Run Length
来源期刊:Methodology and Computing in Applied ProbabilityDOI:10.1007/S11009-018-9636-1
Purely Excessive Functions and Hitting Times of Continuous-Time Branching Processes
来源期刊:Methodology and Computing in Applied ProbabilityDOI:10.1007/S11009-018-9616-5
Optimal Reinsurance via Dirac-Feynman Approach
来源期刊:Methodology and Computing in Applied ProbabilityDOI:10.1007/S11009-018-9674-8
Linear Combination of Independent Exponential Random Variables
来源期刊:Methodology and Computing in Applied ProbabilityDOI:10.1007/S11009-018-9653-0
The Queue Geo/G/1/N +\u20091 Revisited
来源期刊:Methodology and Computing in Applied ProbabilityDOI:10.1007/S11009-018-9645-0
Stochastic Reconstruction for Inhomogeneous Point Patterns
来源期刊:Methodology and Computing in Applied ProbabilityDOI:10.1007/S11009-019-09738-0
Asymptotic Analysis of Queueing Models Based on Synchronization Method
来源期刊:Methodology and Computing in Applied ProbabilityDOI:10.1007/S11009-019-09694-9
Exhibiting Abnormal Returns Under a Risk Averse Strategy
来源期刊:Methodology and Computing in Applied ProbabilityDOI:10.1007/S11009-018-9673-9
A Double Recursion for Calculating Moments of the Truncated Normal Distribution and its Connection to Change Detection
来源期刊:Methodology and Computing in Applied ProbabilityDOI:10.1007/S11009-018-9622-7
The First Exit Time Stochastic Theory Applied to Estimate the Life-Time of a Complicated System
来源期刊:Methodology and Computing in Applied ProbabilityDOI:10.1007/S11009-019-09699-4
Testing Equality of Distributions of Random Convex Compact Sets via Theory of \\(\\mathfrak {N}\\)-Distances
来源期刊:Methodology and Computing in Applied ProbabilityDOI:10.1007/s11009-019-09747-z
Two-Stage Procedure of Fixed-Width Confidence Intervals for the Risk Ratio
来源期刊:Methodology and Computing in Applied ProbabilityDOI:10.1007/S11009-019-09717-5
Asymptotic Expansions for Stationary Distributions of Nonlinearly Perturbed Semi-Markov Processes. 1
来源期刊:Methodology and Computing in Applied ProbabilityDOI:10.1007/s11009-017-9605-0
Analysis of a Three-Species Stochastic Delay Predator-Prey System with Imprecise Parameters
来源期刊:Methodology and Computing in Applied ProbabilityDOI:10.1007/S11009-018-9640-5
An Algorithm for Prior Elicitation in Dynamic Bayesian Models for Proportions with the Logit Link Function
来源期刊:Methodology and Computing in Applied ProbabilityDOI:10.1007/S11009-018-9642-3
Solvency Need Resulting from Reserving Risk in a ORSA Context
来源期刊:Methodology and Computing in Applied ProbabilityDOI:10.1007/S11009-017-9609-9
How Does Asymmetric Information Create Market Incompleteness?
来源期刊:Methodology and Computing in Applied ProbabilityDOI:10.1007/S11009-018-9672-X
Analysis of Queueing System with Non-Preemptive Time Limited Service and Impatient Customers
来源期刊:Methodology and Computing in Applied ProbabilityDOI:10.1007/S11009-019-09707-7
Schur-Constant and Related Dependence Models, with Application to Ruin Probabilities
来源期刊:Methodology and Computing in Applied ProbabilityDOI:10.1007/s11009-019-09744-2
Real-Time Change-Point Detection Algorithm with an Application to Glycemic Control for Diabetic Pregnant Women
来源期刊:Methodology and Computing in Applied ProbabilityDOI:10.1007/S11009-019-09716-6
Heavy Traffic Limits for the Extreme Waiting Time in Multi-phase Queueing Systems
来源期刊:Methodology and Computing in Applied ProbabilityDOI:10.1007/S11009-018-9641-4
Pricing European Options in a Discrete Time Model for the Limit Order Book
来源期刊:Methodology and Computing in Applied ProbabilityDOI:10.1007/S11009-017-9610-3
Block Trading: Building up a Stock Position Under a Regime Switching Model
来源期刊:Methodology and Computing in Applied ProbabilityDOI:10.1007/S11009-019-09698-5
Moments of the Count of a Regular Expression in a Heterogeneous Random Sequence
来源期刊:Methodology and Computing in Applied ProbabilityDOI:10.1007/S11009-019-09700-0
A Bivariate Mutually-Excited Switching Jump Diffusion (BMESJD) for Asset Prices
来源期刊:Methodology and Computing in Applied ProbabilityDOI:10.1007/S11009-018-9678-4
Approximating the Probability Density Function of a Transformation of Random Variables
来源期刊:Methodology and Computing in Applied ProbabilityDOI:10.1007/S11009-018-9629-0
Many-Candidate Nash Equilibria for Elections Involving Random Selection
来源期刊:Methodology and Computing in Applied ProbabilityDOI:10.1007/S11009-018-9665-9
Reliability and Survival Analysis for Drifting Markov Models: Modeling and Estimation
来源期刊:Methodology and Computing in Applied ProbabilityDOI:10.1007/S11009-018-9682-8
Stochastic Enumeration with Importance Sampling
来源期刊:Methodology and Computing in Applied ProbabilityDOI:10.1007/s11009-018-9619-2
Uniform Strong Law of Large Numbers
来源期刊:Methodology and Computing in Applied ProbabilityDOI:10.1007/S11009-019-09711-X
Computation of Coverage Probabilities in a Spherical Germ-Grain Model
来源期刊:Methodology and Computing in Applied ProbabilityDOI:10.1007/s11009-019-09741-5
Multi-player, Multi-prize, Imperfectly Discriminating Contests
来源期刊:Methodology and Computing in Applied ProbabilityDOI:10.1007/S11009-018-9628-1
Bayesian Inference with M-splines on Spectral Measure of Bivariate Extremes
来源期刊:Methodology and Computing in Applied ProbabilityDOI:10.1007/S11009-019-09723-7