The following pages link to Florin Avram (Q180835):
Displaying 49 items.
- (Q433746) (redirect page) (← links)
- Hypothesis testing for Fisher-Snedecor diffusion (Q433748) (← links)
- Modeling probability densities with sums of exponentials via polynomial approximation (Q495127) (← links)
- Noncentral limit theorems and Appell polynomials (Q578730) (← links)
- On the efficient evaluation of ruin probabilities for completely monotone claim distributions (Q847258) (← links)
- Probability bounds for M-Skorohod oscillations (Q908574) (← links)
- A two-dimensional ruin problem on the positive quadrant (Q939352) (← links)
- Symmetric polynomials of random variables attracted to an infinitely divisible law (Q1067296) (← links)
- Weak convergence of the variations, iterated integrals and Doléans-Dade exponentials of sequences of semimartingales (Q1098154) (← links)
- On bilinear forms in Gaussian random variables and Toeplitz matrices (Q1105276) (← links)
- Weak convergence of sums of moving averages in the \(\alpha\)-stable domain of attraction (Q1184101) (← links)
- The minimum spanning tree constant in geometrical probability and under the independent model: A unified approach (Q1186299) (← links)
- On central limit theorems in geometrical probability (Q1313069) (← links)
- Finite time ruin probabilities with one Laplace inversion. (Q1413406) (← links)
- Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options (Q1431556) (← links)
- Spectrally negative Lévy processes with Parisian reflection below and classical reflection above (Q1683818) (← links)
- Large deviations of the waiting time for tandem queueing systems (Q1876407) (← links)
- Comments on: Light tail asymptotics in multidimensional reflecting processes for queueing networks (Q1939046) (← links)
- On symbolic RG factorization of quasi-birth-and-death processes (Q1939049) (← links)
- Maximum drawdown and drawdown duration of spectrally negative Lévy processes decomposed at extremes (Q2042048) (← links)
- Optimal control of a SIR epidemic with ICU constraints and target objectives (Q2073083) (← links)
- Corrigendum to: ``Optimal control of a SIR epidemic with ICU constraints and target objectives'' (Q2113731) (← links)
- Limit theorems for additive functionals of stationary fields, under integrability assumptions on the higher order spectral densities (Q2258837) (← links)
- Purely excessive functions and hitting times of continuous-time branching processes (Q2282724) (← links)
- On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function (Q2354887) (← links)
- On a class of dependent Sparre Andersen risk models and a bailout application (Q2374094) (← links)
- Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results (Q2378637) (← links)
- On taxed spectrally negative Lévy processes with draw-down stopping (Q2404541) (← links)
- The tax identity for Markov additive risk processes (Q2445485) (← links)
- On the optimal dividend problem for a spectrally negative Lévy process (Q2467114) (← links)
- On matrix exponential approximations of ruin probabilities for the classic and Brownian perturbed Cramér-Lundberg processes (Q2514605) (← links)
- Russian and American put options under exponential phase-type Lévy models. (Q2574619) (← links)
- Optimizing dividends and capital injections limited by bankruptcy, and practical approximations for the Cramér-Lundberg process (Q2684917) (← links)
- (Q2827615) (← links)
- (Q2866535) (← links)
- (Q2869219) (← links)
- On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields (Q3085576) (← links)
- (Q3108751) (← links)
- (Q3108752) (← links)
- Series Expansions for the First Passage Distribution of Wong–Pearson Jump-Diffusions (Q3391780) (← links)
- On a Szegö type limit theorem and the asymptotic theory of random sums, integrals and quadratic forms (Q3416894) (← links)
- On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications (Q4606857) (← links)
- Loss Systems with Slow Retrials in the Halfin–Whitt Regime (Q4915658) (← links)
- General drawdown of general tax model in a time-homogeneous Markov framework (Q5014313) (← links)
- The<i>W</i>,<i>Z</i>scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems (Q5135954) (← links)
- Do generalized draw-down times lead to better dividends? A Pontryagin principle-based answer (Q5162737) (← links)
- First passage problems for upwards skip-free random walks via the scale functions paradigm (Q5203941) (← links)
- On the central management of risk networks (Q5233165) (← links)
- Controlled compartmental models with time-varying population: normalization, viability and comparison (Q6050151) (← links)
