Landy Rabehasaina

Available identifiers

zbMath Open rabehasaina.landyMaRDI QIDQ436298

List of research outcomes

Publication	Date of Publication	Type
Change-level detection for Lévy subordinators	2022-04-01	Paper
Multitype branching process with non-homogeneous Poisson and contagious Poisson immigration	2021-12-01	Paper
Estimation of weak ARMA models with regime changes	2020-04-07	Paper
Analysis of the infinite server queues with semi-Markovian multivariate discounted inputs	2020-03-26	Paper
Multitype branching process with nonhomogeneous Poisson and generalized Polya immigration	2019-09-09	Paper
On a multivariate renewal-reward process involving time delays and discounting: applications to IBNR processes and infinite server queues	2019-07-31	Paper
Asymptotic correlation structure of discounted incurred but not reported claims under fractional Poisson arrival process	2019-03-12	Paper
Asymptotics for infinite server queues with fast/slow Markov switching and fat tailed service times	2018-10-16	Paper
Branching random walk with trapping zones	2018-06-01	Paper
Rewrite systems for natural, integral, and rational arithmetic	2017-11-17	Paper
On a class of dependent Sparre Andersen risk models and a bailout application	2016-12-14	Paper
A survey of some recent results on Risk Theory	2015-11-17	Paper
First and last passage times of spectrally positive Lévy processes with application to reliability	2015-07-31	Paper
Ruin time and aggregate claim amount up to ruin time for the perturbed risk process	2013-12-17	Paper
A Markov additive risk process in dimension 2 perturbed by a fractional Brownian motion	2012-07-20	Paper
A Two-Dimensional Risk Model with Proportional Reinsurance	2011-10-25	Paper
Risk processes with interest force in Markovian environment	2009-12-18	Paper
Series Expansions for the First Passage Distribution of Wong–Pearson Jump-Diffusions	2009-08-13	Paper
Open-loop control of stochastic fluid systems and applications	2007-10-30	Paper
Moments of a Markov-modulated, irreducible network of fluid queues	2006-11-16	Paper
Monotonicity properties of multi-dimensional reflected diffusions in random environment and applications	2006-04-28	Paper
Transient Analysis of Averaged Queue Length in Markovian Queues	2005-07-27	Paper
A second-order Markov-modulated fluid queue with linear service rate	2005-04-18	Paper
Stability analysis of second-order fluid flow models in a stationary ergodic environment	2004-03-30	Paper
Estimation of subcritical Galton Watson processes with correlated immigration	N/A	Paper

Research outcomes over time

This page was built for person: Landy Rabehasaina