Susan M. Pitts

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Person:586407

Available identifiers

zbMath Open pitts.susan-mMaRDI QIDQ586407

List of research outcomes

PublicationDate of PublicationType
Decompounding random sums: a nonparametric approach2016-02-01Paper
The time to ruin and the number of claims until ruin for phase-type claims2014-04-10Paper
Nonparametric estimation of the finite-time survival probability with zero initial capital in the classical risk model2013-01-11Paper
Risk Modelling in General Insurance2012-07-12Paper
https://portal.mardi4nfdi.de/entity/Q28951302012-07-02Paper
https://portal.mardi4nfdi.de/entity/Q28951322012-07-02Paper
Lundberg-type bounds and asymptotics for the moments of the time to ruin2010-03-15Paper
Approximations for the moments of ruin time in the compound Poisson model2009-01-28Paper
The Joint Density of the Surplus Before and After Ruin in the Sparre Andersen Model2008-02-05Paper
Approximations for the Gerber-Shiu expected discounted penalty function in the compound poisson risk model2007-09-03Paper
Nonparametric inference from the M/G/1 workload2006-11-06Paper
A Functional Approach to Approximations for the Individual Risk Model2006-10-04Paper
On a multidimensional oil exploration problem2006-06-30Paper
Nonparametric estimation in renewal theory. II: Solutions of renewal-type equations.2002-11-14Paper
Statistical aspects of perpetuities2002-03-27Paper
https://portal.mardi4nfdi.de/entity/Q44942662001-09-11Paper
Nonparametric inference fromM/G/l busy periods2000-01-11Paper
Approximations for solutions of renewal-type equations1999-11-18Paper
Non-parametric estimation for the \(M/G/\infty\) queue1999-09-02Paper
A functional approach to approximations for the observed open times in single ion channel models1999-08-02Paper
Confidence bounds for the adjustment coefficient1996-12-09Paper
https://portal.mardi4nfdi.de/entity/Q48948071996-10-07Paper
Nonparametric estimation of the stationary waiting time distribution function for the \(GI/G/1\) queue1995-10-31Paper
Nonparametric estimation of compound distributions with applications in insurance1995-05-17Paper
Nonparametric estimation in renewal theory. I: The empirical renewal function1994-02-16Paper
Some applications of the fast Fourier transform algorithm in insurance mathematics This paper is dedicated to Professor W. S. Jewell on the occasion of his 60th birthday1993-05-16Paper
A functional approach to the stationary waiting time and idle period distributions of the \(GI/G/1\) queue1993-02-22Paper
Perturbation and Rearrangement Aspects of Renewal and Harmonic Renewal Sequences1990-01-01Paper

Research outcomes over time


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