The following pages link to P. J. C. Spreij (Q410788):
Displaying 8 items.
- Sample-path large deviations in credit risk (Q410789) (← links)
- An optimization approach to adaptive multi-dimensional capital management (Q1757615) (← links)
- On capital allocation for a risk measure derived from ruin theory (Q2138618) (← links)
- Asymptotics and approximations of ruin probabilities for multivariate risk processes in a Markovian environment (Q2218827) (← links)
- Software Reliability as an Application of Martingale & Filtering Theory (Q3316579) (← links)
- (Q3999272) (← links)
- (Q4356500) (← links)
- Some aspects of modeling and statistical inference for financial models (Q4407090) (← links)
