Michael V. Boutsikas

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Person:189475

Available identifiers

zbMath Open boutsikas.michael-vMaRDI QIDQ189475

List of research outcomes





PublicationDate of PublicationType
On the time and aggregate claim amount until the surplus drops below zero or reaches a safety level in a jump diffusion risk model2024-02-26Paper
Asymptotic results for the multiple scan statistic2018-09-26Paper
Exit times, overshoot and undershoot for a surplus process in the presence of an upper barrier2017-03-30Paper
Penultimate gamma approximation in the CLT for skewed distributions2016-02-12Paper
On the number of claims until ruin in a two-barrier renewal risk model with Erlang mixtures2015-11-13Paper
On the Joint Distribution of Stopping Times and Stopped Sums in Multistate Exchangeable Trials2014-07-11Paper
A new method for obtaining sharp compound Poisson approximation error estimates for sums of locally dependent random variables2012-09-19Paper
Asymptotically optimal Berry-Esseen-type bounds for distributions with an absolutely continuous part2011-01-18Paper
On the relation between the distributions of stopping time and stopped sum with applications2010-07-31Paper
On the asymptotic distribution of the discrete scan statistic2008-02-15Paper
A direct method to obtain the joint distribution of successes, failures and patterns in enumeration problems2007-03-12Paper
Compound Poisson process approximation for locally dependent real-valued random variables via a new coupling inequality2006-11-06Paper
BOUNDS FOR THE DISTRIBUTION OF TWO-DIMENSIONAL BINARY SCAN STATISTICS2004-08-16Paper
Modeling claim exceedances over thresholds.2003-11-16Paper
A bound for the distribution of the sum of discrete associated or negatively associated random variables.2003-05-06Paper
On the distance between convex-ordered random variables, with applications2003-02-13Paper
On the number of overflown urns and excess balls in an allocation model with limited urn capacity2002-08-28Paper
On a class of multiple failure mode systems2002-06-11Paper
Reliability approximation for Markov chain imbeddable systems2001-10-28Paper
Generalized reliability bounds for coherent structures2000-01-01Paper

Research outcomes over time

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