The following pages link to Lestaw Gajek (Q225833):
Displaying 50 items.
- (Q756307) (redirect page) (← links)
- Information inequalities for the Bayes risk (Q756309) (← links)
- (Q868315) (redirect page) (← links)
- Optimal reinsurance under general risk measures (Q868316) (← links)
- Axiom of solvency and portfolio immunization under random interest rates (Q882857) (← links)
- (Q1084789) (redirect page) (← links)
- A remark on Lehmann-unbiased estimators for scale resp. location parameters (Q1084790) (← links)
- On improving distribution function estimators which are not monotonic functions (Q1085544) (← links)
- On improving density estimators which are not bona fide functions (Q1091697) (← links)
- Estimating a density and its derivatives via the minimum distance method (Q1102656) (← links)
- On the minimax value in the scale model with truncated data (Q1103286) (← links)
- Existence of maximal points with respect to ordered bipreference relations (Q1176846) (← links)
- Moment inequalities for order statistics with applications to characterizations of distributions (Q1185344) (← links)
- Upper bounds for the \(L_ 1\)-risk of the minimum \(L_ 1\)-distance regression estimator (Q1260728) (← links)
- Long- and short-range dependent sequences under exponential subordination (Q1293832) (← links)
- Approximate necessary conditions for locally weak Pareto optimality (Q1335116) (← links)
- Projection method for moment bounds on order statistics from restricted families. II: Independent case (Q1383919) (← links)
- Insurer's optimal reinsurance strategies (Q1584588) (← links)
- Deficit distributions at ruin in a regime-switching Sparre Andersen model (Q1637419) (← links)
- Banach contraction principle and ruin probabilities in regime-switching models (Q1641139) (← links)
- Complete discounted cash flow valuation (Q1681180) (← links)
- Portfolio immunization under cone restrictions (Q1684037) (← links)
- A generalization of Gerber's inequality for ruin probabilities in risk-switching models (Q1687220) (← links)
- Projection bounds on expectations of record statistics from restricted families (Q1869071) (← links)
- Geometric mean value theorems for the Dini derivative (Q1892560) (← links)
- Lower bounds for the asymptotic Bayes risk in the scale model (With application to the second-order minimax estimation) (Q1896239) (← links)
- Projection method for moment bounds on order statistics from restricted families (Q1915360) (← links)
- The law of the iterated logarithm for \(L_ p\)-norms of empirical processes (Q1916237) (← links)
- Optimal Monte Carlo integration with fixed relative precision (Q1931425) (← links)
- Approximating sums of products of dependent random variables (Q2006751) (← links)
- A new immunization inequality for random streams of assets, liabilities and interest rates (Q2015628) (← links)
- Finite-horizon ruin probabilities in a risk-switching Sparre Andersen model (Q2218859) (← links)
- Finite-horizon general insolvency risk measures in a regime-switching Sparre Andersen model (Q2218860) (← links)
- On the deficit distribution when ruin occurs -- discrete time model (Q2483944) (← links)
- (Q2710141) (← links)
- Sharp approximations of ruin probabilities in the discrete time models (Q2868613) (← links)
- Fixed Point and Approximate Fixed Point Theorems for Non–Affine Maps (Q2876630) (← links)
- (Q3314724) (← links)
- Minimax inequality for the prediction risk (Q3564675) (← links)
- (Q3566018) (← links)
- (Q3738384) (← links)
- (Q3787286) (← links)
- (Q3788897) (← links)
- (Q3825926) (← links)
- Estimating a scale parameter under censorship (Q3989502) (← links)
- (Q4031362) (← links)
- (Q4273002) (← links)
- An approximate necessary condition for the optimal bandwidth selector in kernel density estimation (Q4283025) (← links)
- (Q4306188) (← links)
- Countably orderable sets and their applications in optimization (Q4327975) (← links)
