scientific article; zbMATH DE number 3604245
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Publication:4170136
zbMATH Open0388.62091MaRDI QIDQ4170136FDOQ4170136
Authors: David Siegmund 
Publication date: 1975
Title of this publication is not available (Why is that?)
Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Renewal theory (60K05)
Cited In (14)
- The Istanbul option: Where the standard European option becomes Asian
- Uniform convergence of exact large deviations for renewal reward processes
- First passage times of general sequences of random vectors: A large deviations approach
- Limit theorems for mixed max-sum processes with renewal stopping
- Central limit theorems of partial sums for large segmental values
- How fast do rumours spread?
- Brownian approximations to first passage probabilities
- Finite and infinite time ruin probabilities in a stochastic economic environment.
- A large-deviation result for regenerative processes
- On the typical level crossing time and path
- Combinatorial devices for sequential analysis
- Actuarial bridges to dynamic hedging and option pricing
- An invariance principle for the edge of the branching exclusion process
- Statistical regularities of self-intersection counts for geodesics on negatively curved surfaces
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