P. J. C. Spreij

Available identifiers

zbMath Open spreij.p-j-cMaRDI QIDQ410788

List of research outcomes

Publication	Date of Publication	Type
On capital allocation for a risk measure derived from ruin theory	2022-05-12	Paper
Asymptotics and approximations of ruin probabilities for multivariate risk processes in a Markovian environment	2021-01-18	Paper
An optimization approach to adaptive multi-dimensional capital management	2019-01-15	Paper
Sample-path large deviations in credit risk	2012-04-04	Paper
Some aspects of modeling and statistical inference for financial models	2003-06-26	Paper
https://portal.mardi4nfdi.de/entity/Q4356500	1997-10-01	Paper
https://portal.mardi4nfdi.de/entity/Q3999272	1992-09-17	Paper
Software Reliability as an Application of Martingale & Filtering Theory	1983-01-01	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

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