Jeffrey F. Collamore

Available identifiers

zbMath Open collamore.jeffrey-fMaRDI QIDQ504244

List of research outcomes

Publication	Date of Publication	Type
Large excursions and conditioned laws for recursive sequences generated by random matrices	2018-08-16	Paper
Large deviation estimates for exceedance times of perpetuity sequences and their dual processes	2017-01-13	Paper
Rare event simulation for processes generated via stochastic fixed point equations	2014-09-25	Paper
Tail estimates for stochastic fixed point equations via nonlinear renewal theory	2014-04-28	Paper
Large Deviation Tail Estimates and Related Limit Laws for Stochastic Fixed Point Equations	2013-11-22	Paper
Random recurrence equations and ruin in a Markov-dependent stochastic economic environment	2009-08-27	Paper
Small-time ruin for a financial process modulated by a Harris recurrent Markov chain	2009-02-28	Paper
Importance sampling techniques for the multidimensional ruin problem for general Markov additive sequences of random vectors	2003-05-06	Paper
https://portal.mardi4nfdi.de/entity/Q4934905	2000-11-19	Paper
First passage times of general sequences of random vectors: A large deviations approach	1999-11-18	Paper
Hitting probabilities and large deviations	1998-01-22	Paper

Research outcomes over time

This page was built for person: Jeffrey F. Collamore