Michael V. Boutsikas

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
On the time and aggregate claim amount until the surplus drops below zero or reaches a safety level in a jump diffusion risk model Scandinavian Actuarial Journal	2024-02-26	Paper
Asymptotic results for the multiple scan statistic Journal of Applied Probability	2018-09-26	Paper
Exit times, overshoot and undershoot for a surplus process in the presence of an upper barrier Methodology and Computing in Applied Probability	2017-03-30	Paper
Penultimate gamma approximation in the CLT for skewed distributions European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics	2016-02-12	Paper
On the number of claims until ruin in a two-barrier renewal risk model with Erlang mixtures Journal of Computational and Applied Mathematics	2015-11-13	Paper
On the joint distribution of stopping times and stopped sums in multistate exchangeable trials Journal of Applied Probability	2014-07-11	Paper
A new method for obtaining sharp compound Poisson approximation error estimates for sums of locally dependent random variables Bernoulli	2012-09-19	Paper
A new method for obtaining sharp compound Poisson approximation error estimates for sums of locally dependent random variables Bernoulli	2012-09-19	Paper
Asymptotically optimal Berry-Esseen-type bounds for distributions with an absolutely continuous part Journal of Statistical Planning and Inference	2011-01-18	Paper
On the relation between the distributions of stopping time and stopped sum with applications	2010-07-31	Paper
On the asymptotic distribution of the discrete scan statistic Journal of Applied Probability	2008-02-15	Paper
A direct method to obtain the joint distribution of successes, failures and patterns in enumeration problems Statistics & Probability Letters	2007-03-12	Paper
Compound Poisson process approximation for locally dependent real-valued random variables via a new coupling inequality Bernoulli	2006-11-06	Paper
BOUNDS FOR THE DISTRIBUTION OF TWO-DIMENSIONAL BINARY SCAN STATISTICS Probability in the Engineering and Informational Sciences	2004-08-16	Paper
Modeling claim exceedances over thresholds. Insurance Mathematics & Economics	2003-11-16	Paper
A bound for the distribution of the sum of discrete associated or negatively associated random variables. The Annals of Applied Probability	2003-05-06	Paper
On the distance between convex-ordered random variables, with applications Advances in Applied Probability	2003-02-13	Paper
On the number of overflown urns and excess balls in an allocation model with limited urn capacity Journal of Statistical Planning and Inference	2002-08-28	Paper
On a class of multiple failure mode systems Naval Research Logistics	2002-06-11	Paper
Reliability approximation for Markov chain imbeddable systems Methodology and Computing in Applied Probability	2001-10-28	Paper
Generalized reliability bounds for coherent structures Journal of Applied Probability	2000-01-01	Paper

Research outcomes over time

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