Lucas van Kreveld

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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!

PublicationDate of PublicationType
Cramér–Lundberg asymptotics for spectrally positive Markov additive processes
Scandinavian Actuarial Journal
2024-08-14Paper
Extreme value analysis for a Markov additive process driven by a nonirreducible background chain
Stochastic Systems
2022-11-08Paper
When Does the Gittins Policy Have Asymptotically Optimal Response Time Tail?
(available as arXiv preprint)
N/APaper


Research outcomes over time


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