The following pages link to (Q3091938):
Displaying 33 items.
- The limit distribution for the multivariate generalized Cox process (Q263951) (← links)
- Modeling high-frequency non-homogeneous order flows by compound Cox processes (Q267623) (← links)
- On asymmetric generalization of the Weibull distribution by scale-location mixing of normal laws (Q287404) (← links)
- On the estimation of the execution frequency of sequential program code snippets (Q295583) (← links)
- Modeling high-frequency order flow imbalance by functional limit theorems for two-sided risk processes (Q298830) (← links)
- Singular initial-value and boundary-value problems for integrodifferential equations in dynamical insurance models with investments (Q341448) (← links)
- Product representations for random variables with Weibull distributions and their applications (Q341734) (← links)
- A note on functional limit theorems for compound Cox processes (Q341802) (← links)
- How to measure the accuracy of the subexponential approximation for the stationary single server queue (Q383190) (← links)
- Convergence of statistics constructed from samples with random sizes to the Linnik and Mittag-Leffler distributions and their generalizations (Q526970) (← links)
- Sharpened upper bounds for the absolute constant in the Berry-Esseen inequality for mixed Poisson random sums (Q606540) (← links)
- On normal variance-mean mixtures as limit laws for statistics with random sample sizes (Q900765) (← links)
- Sums of independent Poisson subordinators and their connection with strictly \(\alpha \)-stable processes of Ornstein-Uhlenbeck type (Q1037019) (← links)
- On the relationship between the generalized Student \(t\)-distribution and the variance gamma distribution in statistical analysis of random-size samples (Q1761082) (← links)
- A mathematical model of pension fund operation and methods of fund stability analysis (Q1797703) (← links)
- Generalized negative binomial distributions as mixed geometric laws and related limit theorems (Q2010119) (← links)
- Transfer matrices and solution of the problem of stochastic dynamics of aerosol clusters by Monte Carlo method (Q2118989) (← links)
- A mathematical model of insurer bankruptcy on a finite time interval (Q2135310) (← links)
- Stochastic optimization models of actuarial mathematics (Q2215270) (← links)
- Systems simulation analysis and optimization of insurance business (Q2263261) (← links)
- Mathematical modeling of the operation of pension funds in order to assess their sustainability (Q2290509) (← links)
- Solvency of an insurance company in a dual risk model with investment: analysis and numerical study of singular boundary value problems (Q2304423) (← links)
- Scale mixtures of Fréchet distributions as asymptotic approximations of extreme precipitation (Q2313815) (← links)
- Bounds of the accuracy of the normal approximation to the distributions of random sums under relaxed moment conditions (Q2627897) (← links)
- Dynamical insurance models with investment: constrained singular problems for integrodifferential equations (Q2629971) (← links)
- On approximations to the ruin probability for the classical risk process (Q2683608) (← links)
- Singular boundary value problem for the integrodifferential equation in an insurance model with stochastic premiums: Analysis and numerical solution (Q2838933) (← links)
- (Q3523756) (← links)
- Limit Distributions for Doubly Stochastically Rarefied Renewal Processes and Their Properties (Q4602301) (← links)
- Limit Theorems for Generalized Renewal Processes (Q4641651) (← links)
- Bounds for the Concentration Functions of Random Sums under Relaxed Moment Conditions (Q4641654) (← links)
- Convergence Rate Estimates in the Global CLT for Compound Mixed Poisson Distributions (Q4961765) (← links)
- Estimates of the rate of convergence in the limit theorem for negative binomial random sums (Q6159084) (← links)
