Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Ehyter M. Martín-González"'
Autor:
Miguel A. Ruiz-Ortiz, Ehyter M. Martín-González, Diego Santiago-Alarcon, Salvador E. Venegas-Andraca
Publikováno v:
Quantum Information Processing. 22
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fc8c3f64d5b120a6ee0c2d9a225b95a6
https://doi.org/10.1007/s11128-023-03972-9
https://doi.org/10.1007/s11128-023-03972-9
Publikováno v:
Communications in Statistics - Theory and Methods. :1-18
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e9dac6d135b5c886ffea063ea6f7d0eb
https://doi.org/10.1080/03610926.2022.2065302
https://doi.org/10.1080/03610926.2022.2065302
Publikováno v:
Methodology and Computing in Applied Probability. 23:753-766
We use the excess over a threshold method (see e.g. Embrechts et al. 1997) to approximate the tails of equilibrium distributions (integrated tail distributions) associated to distributions with regularly varying tail. We evaluate the performance of o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::04a245d97f7f9c855ecc7bcbf38b7ec9
https://doi.org/10.1007/s11009-020-09779-w
https://doi.org/10.1007/s11009-020-09779-w
Publikováno v:
Journal of Applied Probability. 56:1086-1105
We study the distribution of the negative Wiener–Hopf factor for a class of two-sided jump Lévy processes whose positive jumps have a rational Laplace transform. The positive Wiener–Hopf factor for this class of processes was studied by Lewis an
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5a7d7cabaa8a1dbde7319907c05feb5c
https://doi.org/10.1017/jpr.2019.62
https://doi.org/10.1017/jpr.2019.62
Publikováno v:
Insurance: Mathematics and Economics. 66:22-28
We study the Gerber–Shiu functional of the classical risk process perturbed by a spectrally negative α -stable motion. We provide representations of the scale functions of the process as an infinite series of convolutions of given functions. This,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::03e0c2f359d7b21cb0ba3df8158d8edd
https://doi.org/10.1016/j.insmatheco.2015.10.009
https://doi.org/10.1016/j.insmatheco.2015.10.009
Publikováno v:
Communications on Stochastic Analysis. 10
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3ffcb70b597959991e1deebf46180968
https://doi.org/10.31390/cosa.10.3.06
https://doi.org/10.31390/cosa.10.3.06