| Publication | Date of Publication | Type |
|---|
An asymmetric St. Petersburg game with trimming
Advances in Applied Probability | 2020-02-05 | Paper |
| The maximum of Brownian motion with parabolic drift (extended abstract) | 2017-02-10 | Paper |
The maximum of Brownian motion with parabolic drift (extended abstract)
(available as arXiv preprint) | 2017-02-10 | Paper |
A maxtrimmed St. Petersburg game
Journal of Theoretical Probability | 2016-04-07 | Paper |
| Generalized St. Petersburg games revisited | 2015-06-30 | Paper |
Extreme-trimmed St. Petersburg games
Statistics & Probability Letters | 2015-04-01 | Paper |
Fluctuating hydrodynamics and Brownian motion
Journal of Statistical Physics | 2013-01-26 | Paper |
| Scaling limit results for the sum of many inverse L\'evy subordinators | 2012-03-30 | Paper |
| Notes on risk theory | 2011-10-12 | Paper |
The maximum of Brownian motion with parabolic drift
Electronic Journal of Probability | 2011-09-09 | Paper |
Bimodal epidemic size distributions for near-critical SIR with vaccination
Bulletin of Mathematical Biology | 2008-07-08 | Paper |
An analysis of two modifications of the Petersburg game
Stochastics | 2008-05-15 | Paper |
Graphs with specified degree distributions, simple epidemics, and local vaccination strategies
Advances in Applied Probability | 2008-02-20 | Paper |
Genealogy for supercritical branching processes
Journal of Applied Probability | 2008-02-15 | Paper |
Generating simple random graphs with prescribed degree distribution
Journal of Statistical Physics | 2007-01-05 | Paper |
The final size of a nearly critical epidemic, and the first passage time of a Wiener process to a parabolic barrier
Journal of Applied Probability | 1999-09-02 | Paper |
Lectures on the use of control theory in insurance
Scandinavian Actuarial Journal | 1994-10-30 | Paper |
| scientific article; zbMATH DE number 4149952 (Why is no real title available?) | 1990-01-01 | Paper |
Entropy, a useful concept in risk theory
Scandinavian Actuarial Journal | 1986-01-01 | Paper |
Symmetric sampling procedures, general epidemic processes and their threshold limit theorems
Journal of Applied Probability | 1986-01-01 | Paper |
A stochastic theory of life insurance
Scandinavian Actuarial Journal | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 4044897 (Why is no real title available?) | 1986-01-01 | Paper |
A limit theorem which clarifies the ‘Petersburg Paradox'
Journal of Applied Probability | 1985-01-01 | Paper |
Premium control in an insurance system, an approach using linear control theory
Scandinavian Actuarial Journal | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3820960 (Why is no real title available?) | 1983-01-01 | Paper |
A Laplace approximation for sums of independent random variables
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1982-01-01 | Paper |
Threshold limit theorems for some epidemic processes
Advances in Applied Probability | 1980-01-01 | Paper |
Limit theorems for the motion of a Poisson system of independent Markovian particles with high density
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3504357 (Why is no real title available?) | 1973-01-01 | Paper |
Optimal Control of a Continuous-Time Markov Chain with Periodic Transition Probabilities
Operations Research | 1967-01-01 | Paper |
Existence of a Stationary Control for a Markov Chain Maximizing the Average Reward
Operations Research | 1967-01-01 | Paper |
| scientific article; zbMATH DE number 3284849 (Why is no real title available?) | 1967-01-01 | Paper |
A limit-theorem for the size of the \(n\)-th generation of an age-dependent branching process
Journal of Mathematical Analysis and Applications | 1966-01-01 | Paper |
