The following pages link to Mihael Perman (Q629437):
Displayed 16 items.
- Quantile approximations in auto-regressive portfolio models (Q629438) (← links)
- Joint characteristic functions construction via copulas (Q661226) (← links)
- Optimal hedging strategies in equity-linked products (Q724551) (← links)
- An excursion approach to maxima of the Brownian bridge (Q740197) (← links)
- Size-biased sampling of Poisson point processes and excursions (Q1184043) (← links)
- (Q1272154) (redirect page) (← links)
- An excursion approach to Ray-Knight theorems for perturbed Brownian motion (Q1272155) (← links)
- On the distribution of Brownian areas (Q1354834) (← links)
- Perturbed Brownian motions (Q1362846) (← links)
- Ruin probabilities and decompositions for general perturbed risk processes. (Q1879913) (← links)
- Order statistics for jumps of normalised subordinators (Q2368168) (← links)
- (Q4287032) (← links)
- Ruin probabilities for competing claim processes (Q4667992) (← links)
- An asymmetric multivariate weibull distribution (Q5077508) (← links)
- Some extensions of optimal stopping with financial applications (Q5225052) (← links)
- A decomposition for Markov processes at an independent exponential time (Q5357288) (← links)