P. J. C. Spreij

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 capital allocation for a risk measure derived from ruin theory Insurance Mathematics & Economics	2022-05-12	Paper
Asymptotics and approximations of ruin probabilities for multivariate risk processes in a Markovian environment Methodology and Computing in Applied Probability	2021-01-18	Paper
An optimization approach to adaptive multi-dimensional capital management Insurance Mathematics & Economics	2019-01-15	Paper
An optimization approach to adaptive multi-dimensional capital management Insurance Mathematics & Economics	2019-01-15	Paper
Markov-modulated Ornstein-Uhlenbeck processes Advances in Applied Probability	2016-05-17	Paper
Markov-modulated Ornstein-Uhlenbeck processes Advances in Applied Probability	2016-05-17	Paper
Sample-path large deviations in credit risk Journal of Applied Mathematics	2012-04-04	Paper
Some aspects of modeling and statistical inference for financial models Statistica Neerlandica	2003-06-26	Paper
scientific article; zbMATH DE number 1069542 (Why is no real title available?)	1997-10-01	Paper
scientific article; zbMATH DE number 48235 (Why is no real title available?)	1992-09-17	Paper
Software Reliability as an Application of Martingale & Filtering Theory IEEE Transactions on Reliability	1983-01-01	Paper

Research outcomes over time

This page was built for person: P. J. C. Spreij