Publication | Date of Publication | Type |
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On the lack of memory for distributions of overshoot functionals in the case of upper almost semicontinuous processes defined on a Markov chain | 2020-03-03 | Paper |
On the distribution of functionals of the subordinator | 2014-10-15 | Paper |
The unified form of Pollaczek--Khinchine formula for L\'evy processes with matrix-exponential negative jumps | 2014-02-17 | Paper |
A simplified version of Spitzer’s formula for semicontinuous and almost semicontinuous processes | 2013-09-17 | Paper |
Conditions for balance between survival and ruin | 2013-02-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4899652 | 2013-01-08 | Paper |
https://portal.mardi4nfdi.de/entity/Q4899671 | 2013-01-08 | Paper |
Sojourn time of almost semicontinuous integral-valued processes in a fixed state | 2012-11-23 | Paper |
https://portal.mardi4nfdi.de/entity/Q2897613 | 2012-07-16 | Paper |
https://portal.mardi4nfdi.de/entity/Q2880788 | 2012-04-17 | Paper |
The cumulant representation of the Lundberg root in the case of semicontinuous processes | 2012-02-19 | Paper |
https://portal.mardi4nfdi.de/entity/Q3114559 | 2012-02-19 | Paper |
Prelimit and limit generalizations of the Pollaczek–Khinchin formula | 2011-04-06 | Paper |
https://portal.mardi4nfdi.de/entity/Q3077865 | 2011-02-22 | Paper |
Theory of stochastic processes. With applications to financial mathematics and risk theory | 2009-10-29 | Paper |
https://portal.mardi4nfdi.de/entity/Q5324903 | 2009-08-08 | Paper |
Behavior of classical risk processes after ruin and a multivariate ruin function | 2009-02-28 | Paper |
Behavior of risk processes with random premiums after ruin and a multivariate ruin function | 2009-02-28 | Paper |
https://portal.mardi4nfdi.de/entity/Q5430634 | 2007-12-16 | Paper |
Matrix factorization identity for almost semi-continuous processes on a Markov chain | 2007-12-16 | Paper |
On the exit from a finite interval for the risk processes with stochastic premiums | 2007-12-16 | Paper |
https://portal.mardi4nfdi.de/entity/Q5295709 | 2007-07-31 | Paper |
https://portal.mardi4nfdi.de/entity/Q3441040 | 2007-05-29 | Paper |
https://portal.mardi4nfdi.de/entity/Q5488423 | 2006-09-19 | Paper |
On the Exit of One Class of Random Walks from an Interval | 2006-07-20 | Paper |
https://portal.mardi4nfdi.de/entity/Q4677170 | 2005-05-20 | Paper |
https://portal.mardi4nfdi.de/entity/Q4828256 | 2004-11-24 | Paper |
https://portal.mardi4nfdi.de/entity/Q4416216 | 2003-08-07 | Paper |
https://portal.mardi4nfdi.de/entity/Q4797865 | 2003-03-09 | Paper |
https://portal.mardi4nfdi.de/entity/Q4538805 | 2002-07-03 | Paper |
https://portal.mardi4nfdi.de/entity/Q2771520 | 2002-02-17 | Paper |
https://portal.mardi4nfdi.de/entity/Q2740068 | 2001-09-16 | Paper |
Ruin problem for an inhomogeneous semicontinuous integer-valued process | 2001-07-11 | Paper |
https://portal.mardi4nfdi.de/entity/Q2722132 | 2001-07-11 | Paper |
https://portal.mardi4nfdi.de/entity/Q2722134 | 2001-07-11 | Paper |
https://portal.mardi4nfdi.de/entity/Q4518549 | 2000-12-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4518723 | 2000-12-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4508121 | 2000-11-09 | Paper |
https://portal.mardi4nfdi.de/entity/Q4512328 | 2000-11-01 | Paper |
Basic identities for additive continuously distributed sequences | 2000-08-16 | Paper |
https://portal.mardi4nfdi.de/entity/Q4940347 | 2000-03-02 | Paper |
On crossing of a level by processes defined by sums of a random number of terms | 2000-03-02 | Paper |
https://portal.mardi4nfdi.de/entity/Q4939954 | 2000-03-01 | Paper |
Localization of the spectrum and representation of solutions of linear dynamical systems | 1999-12-19 | Paper |
https://portal.mardi4nfdi.de/entity/Q4258811 | 1999-09-14 | Paper |
https://portal.mardi4nfdi.de/entity/Q4255173 | 1999-08-10 | Paper |
https://portal.mardi4nfdi.de/entity/Q3839956 | 1998-08-10 | Paper |
https://portal.mardi4nfdi.de/entity/Q4396264 | 1998-06-14 | Paper |
On extrema of integer-valued processes, defined by sums of a random number of addenda | 1995-08-09 | Paper |
https://portal.mardi4nfdi.de/entity/Q4283950 | 1994-04-17 | Paper |
https://portal.mardi4nfdi.de/entity/Q3998101 | 1993-01-23 | Paper |
Oscillating processes with independent increments and nondegenerate Wiener component | 1990-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3200338 | 1990-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3197102 | 1989-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3198647 | 1989-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3472943 | 1988-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3822951 | 1988-01-01 | Paper |
Lattice semicontinuous Poisson processes on Markov chains | 1987-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3788841 | 1987-01-01 | Paper |
Ergodic distribution of an oscillating process with independent increments | 1986-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3028029 | 1986-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3715991 | 1985-01-01 | Paper |
Distribution of the Sojourn Time of a Homogeneous Process with Independent Increments over an Arbitrary Level | 1984-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3347058 | 1984-01-01 | Paper |
How often is the sum of independent random variables larger than a given number? | 1983-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3326566 | 1983-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3667723 | 1983-01-01 | Paper |
How often is the sum of independent random variables larger than a given number? | 1982-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3657144 | 1982-01-01 | Paper |
Intersection of a level by a homogeneous process with independent increments and a nondegenerate Wiener component | 1981-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3902282 | 1981-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3938979 | 1981-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3938996 | 1981-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3876756 | 1980-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3946904 | 1980-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3851387 | 1979-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3871686 | 1979-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4200950 | 1979-01-01 | Paper |
The time spent above a fixed level by a class of controlled random processes | 1978-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3897801 | 1978-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4166006 | 1978-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4166007 | 1978-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4184022 | 1977-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4194245 | 1977-01-01 | Paper |
Asymptotic method for probability problems | 1976-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4113205 | 1976-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4118541 | 1976-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4118635 | 1976-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4136300 | 1976-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4148607 | 1976-01-01 | Paper |
Distribution of the exit time and value for homogeneous processes with independent increments given on a finite Markov chain | 1975-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4080475 | 1975-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4056802 | 1974-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4775269 | 1974-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5676880 | 1973-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4766321 | 1973-01-01 | Paper |
A class of processes with independent increments on a finite Markov chain | 1973-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4054477 | 1972-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5630426 | 1971-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5633392 | 1971-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5643406 | 1971-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5611466 | 1970-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5660980 | 1970-01-01 | Paper |
On the Joint Distribution of a Process with Stationary Increments and Its Maximum | 1970-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5556128 | 1969-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5598026 | 1969-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5598757 | 1969-01-01 | Paper |
On the Joint Distribution of the First Exit Time and Exit Value for Homogeneous Processes With Independent Increments | 1969-01-01 | Paper |
On the First Passage Time Across a Given Level for Processes with Independent Increments | 1968-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5649191 | 1968-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5550173 | 1968-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5557524 | 1966-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5586834 | 1966-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5541624 | 1965-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5334656 | 1964-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5649192 | 1963-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5530161 | 1963-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5731221 | 1962-01-01 | Paper |