The following pages link to Eleni Vatamidou (Q2065462):
Displayed 8 items.
- Efficient simulation of ruin probabilities when claims are mixtures of heavy and light tails (Q2065463) (← links)
- Corrected phase-type approximations of heavy-tailed risk models using perturbation analysis (Q2513594) (← links)
- Corrected Phase-Type Approximations of Heavy-Tailed Queueing Models in a Markovian Environment (Q2937477) (← links)
- Phase-type approximations perturbed by a heavy-tailed component for the Gerber-Shiu function of risk processes with two-sided jumps (Q3295903) (← links)
- Finite-time ruin probabilities under large-claim reinsurance treaties for heavy-tailed claim sizes (Q3299447) (← links)
- On the accuracy of phase-type approximations of heavy-tailed risk models (Q4576866) (← links)
- Corrected phase-type approximations of heavy-tailed queueing models in a Markovian environment (Q6251181) (← links)
- Corrected phase-type approximations for the workload of the MAP/G/1 queue with heavy-tailed service times (Q6251182) (← links)