4666 results in Mathematical finance
RENEWAL CONVERGENCE RATES FOR DHR AND NWU LIFETIMES
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- Probability in the Engineering and Informational Sciences / Volume 16 / Issue 1 / January 2002
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- 11 January 2002, pp. 67-84
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CLASSIFICATION OF MULTIVARIATE LIFE DISTRIBUTIONS BASED ON PARTIAL ORDERING
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- Probability in the Engineering and Informational Sciences / Volume 16 / Issue 1 / January 2002
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- 11 January 2002, pp. 129-137
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EXACT DISTRIBUTIONS IN A JUMP-DIFFUSION STORAGE MODEL
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- Probability in the Engineering and Informational Sciences / Volume 16 / Issue 1 / January 2002
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- 11 January 2002, pp. 19-27
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APPLYING VARIANCE REDUCTION IDEAS IN QUEUING SIMULATIONS
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- Probability in the Engineering and Informational Sciences / Volume 15 / Issue 4 / October 2001
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- 11 January 2002, pp. 481-494
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EXISTENCE OF OPTIMAL STATIONARY POLICIES IN FINITE DYNAMIC PROGRAMS WITH NONNEGATIVE REWARDS: AN ALTERNATIVE APPROACH
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- Probability in the Engineering and Informational Sciences / Volume 15 / Issue 4 / October 2001
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- 11 January 2002, pp. 557-564
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BOUNDS AND PERFORMANCE LIMITS OF CHANNEL ASSIGNMENT POLICIES IN CELLULAR NETWORKS
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- Probability in the Engineering and Informational Sciences / Volume 16 / Issue 1 / January 2002
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- 11 January 2002, pp. 85-100
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AN IDENTITY OF THE GI/G/1 TRANSIENT DELAY AND ITS APPLICATIONS
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- Probability in the Engineering and Informational Sciences / Volume 16 / Issue 1 / January 2002
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- 11 January 2002, pp. 47-66
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ON THE SPEED OF CONVERGENCE TO AN EXPONENTIAL DISTRIBUTION FOR THE TIME OF THE FIRST OCCURRENCE OF A RARE EVENT IN A REGENERATING PROCESS
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- Probability in the Engineering and Informational Sciences / Volume 16 / Issue 1 / January 2002
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- 11 January 2002, pp. 121-128
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EXPECTED MAKESPAN MINIMIZATION ON IDENTICAL MACHINES IN TWO INTERCONNECTED QUEUES
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- Probability in the Engineering and Informational Sciences / Volume 15 / Issue 4 / October 2001
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- 11 January 2002, pp. 409-443
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TWO CONTROL POLICIES FOR STOCHASTIC EOQ-TYPE MODELS
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- Probability in the Engineering and Informational Sciences / Volume 15 / Issue 4 / October 2001
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- 11 January 2002, pp. 445-463
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A TANDEM FLUID QUEUE WITH GRADUAL INPUT
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- Probability in the Engineering and Informational Sciences / Volume 16 / Issue 1 / January 2002
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- 11 January 2002, pp. 29-45
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PATHS IN THE SIMPLE RANDOM GRAPH AND THE WAXMAN GRAPH
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- Probability in the Engineering and Informational Sciences / Volume 15 / Issue 4 / October 2001
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- 11 January 2002, pp. 535-555
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A GENERAL SOFTWARE TESTING MODEL INVOLVING OPERATIONAL PROFILES
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- Probability in the Engineering and Informational Sciences / Volume 15 / Issue 4 / October 2001
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- 11 January 2002, pp. 519-533
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COMPARISONS BETWEEN CERTAIN QUEUING SYSTEMS
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- Probability in the Engineering and Informational Sciences / Volume 16 / Issue 1 / January 2002
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- 11 January 2002, pp. 1-17
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THE DEFERRAL OPTION IN LONG-TERM-CARE INSURANCE
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- Probability in the Engineering and Informational Sciences / Volume 16 / Issue 1 / January 2002
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- 11 January 2002, pp. 101-119
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A STOCHASTIC BATCHING AND SCHEDULING PROBLEM
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- Probability in the Engineering and Informational Sciences / Volume 15 / Issue 4 / October 2001
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- 11 January 2002, pp. 465-479
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7 - Correlation and Dependence in Risk Management: Properties and Pitfalls
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- Risk Management
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- 25 January 2010
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- 10 January 2002, pp 176-223
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9 - Extremes in Operational Risk Management
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- 25 January 2010
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- 10 January 2002, pp 247-274
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8 - Measuring Risk with Extreme Value Theory
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- 25 January 2010
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- 10 January 2002, pp 224-246
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1 - Quantifying the Risks of Trading
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- Risk Management
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- 25 January 2010
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- 10 January 2002, pp 1-59
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