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
Markov-modulated Ornstein-Uhlenbeck processes	2016-05-17	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

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