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Results 1-25 of 81 (Search time: 0.01 seconds).

TitleAuthor(s)Issue Date
 
Ruin probability under compound Poisson models with random discount factor
Journal:Probability in the Engineering and Informational Sciences
2004
 
2008
 
2007
 
2005
 
2004
 
2007
 
A closed-form solution to a dynamic portfolio optimization problem
Journal:Dynamics of Continuous, Discrete and Impulsive Systems Series B: Applications and Algorithms
2005
 
2004
 
Upper Bounds for Ruin Probability in a filtered compound Poisson model
Journal:International Journal on Statistics and Systems
2006
 
2004
 
M-type estimators of regression function with applications
Journal:Statistics and Probability Letters
1995
 
Continuous-time optimal portfolio selection using mean-CaR models
Journal:Nonlinear Dynamics and Systems Theory
2007
 
Tail behavior of negatively associated heavy-tailed sums
Journal:Journal of Applied Probability
2006
 
2009
 
Estimation in mixed effects model with errors in variables
Journal:Journal of Multivariate Analysis
2004
 
2003
 
On ultimate ruin in a delayed-claims risk model
Journal:Journal of Applied Probability
2005
 
Precise large deviations for the prospective-loss process
Journal:Journal of Applied Probability
2003
 
1996
 
Optimal constant-rebalanced portfolio investment strategies for dynamic portfolio selection
Journal:International Journal of Theoretical and Applied Finance
2006
 
1996
 
2001
 
1994
 
Higher order approximations with generalized linear models
Book:Multivariate Analysis and Its Applications, IMS Monograph Series
1994
 
Inference for linear models with radially decomposable error
Book:Multivariate Analysis and Its Applications, IMS Monograph Series
1994