The following pages link to Jeffrey F. Collamore (Q504244):
Displayed 11 items.
- Large deviation estimates for exceedance times of perpetuity sequences and their dual processes (Q504245) (← links)
- Hitting probabilities and large deviations (Q674519) (← links)
- Rare event simulation for processes generated via stochastic fixed point equations (Q744388) (← links)
- Random recurrence equations and ruin in a Markov-dependent stochastic economic environment (Q835065) (← links)
- Small-time ruin for a financial process modulated by a Harris recurrent Markov chain (Q1003334) (← links)
- Large excursions and conditioned laws for recursive sequences generated by random matrices (Q1660628) (← links)
- First passage times of general sequences of random vectors: A large deviations approach (Q1807272) (← links)
- Importance sampling techniques for the multidimensional ruin problem for general Markov additive sequences of random vectors (Q1872411) (← links)
- Tail estimates for stochastic fixed point equations via nonlinear renewal theory (Q2447717) (← links)
- Large Deviation Tail Estimates and Related Limit Laws for Stochastic Fixed Point Equations (Q2863573) (← links)
- (Q4934905) (← links)