31 results
Regular variation in a fixed-point problem for single- and multi-class branching processes and queues
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- Advances in Applied Probability / Volume 50 / Issue A / December 2018
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- 01 February 2019, pp. 47-61
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- December 2018
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Conditional Monte Carlo for sums, with applications to insurance and finance
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- Annals of Actuarial Science / Volume 12 / Issue 2 / September 2018
- Published online by Cambridge University Press:
- 14 January 2018, pp. 455-478
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Approximating the Laplace transform of the sum of dependent lognormals
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- Advances in Applied Probability / Volume 48 / Issue A / July 2016
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- 25 July 2016, pp. 203-215
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- July 2016
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Editor's preface
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- Journal of Applied Probability / Volume 51 / Issue A / December 2014
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- 30 March 2016, p. vii
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- December 2014
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Obituary: Marcel F. Neuts 1935-2014
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- Journal of Applied Probability / Volume 51 / Issue 4 / December 2014
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- 30 January 2018, pp. 895-897
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- December 2014
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On Exceedance Times for Some Processes with Dependent Increments
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- Journal of Applied Probability / Volume 51 / Issue 1 / March 2014
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- 30 January 2018, pp. 136-151
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- March 2014
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Editorial
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- Advances in Applied Probability / Volume 42 / Issue I14 / 2010
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- 04 June 2021, pp. 3-4
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- 2010
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Importance Sampling for Failure Probabilities in Computing and Data Transmission
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- Journal of Applied Probability / Volume 46 / Issue 3 / September 2009
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- 14 July 2016, pp. 768-790
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- September 2009
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Variance Reduction for Simulating Transient GI/G/1 Behavior
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- Probability in the Engineering and Informational Sciences / Volume 10 / Issue 2 / April 1996
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- 27 July 2009, pp. 197-205
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Monotone Stochastic Recursions and their Duals
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- Probability in the Engineering and Informational Sciences / Volume 10 / Issue 1 / January 1996
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- 27 July 2009, pp. 1-20
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Improved algorithms for rare event simulation with heavy tails
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- Advances in Applied Probability / Volume 38 / Issue 2 / June 2006
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- 01 July 2016, pp. 545-558
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- June 2006
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Erlangian Approximations for Finite-Horizon Ruin Probabilities
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- ASTIN Bulletin: The Journal of the IAA / Volume 32 / Issue 2 / November 2002
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- 29 August 2014, pp. 267-281
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- November 2002
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Approximations of small jumps of Lévy processes with a view towards simulation
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- Journal of Applied Probability / Volume 38 / Issue 2 / June 2001
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- 14 July 2016, pp. 482-493
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- June 2001
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A multi-dimensional martingale for Markov additive processes and its applications
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- Advances in Applied Probability / Volume 32 / Issue 2 / June 2000
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- 01 July 2016, pp. 376-393
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- June 2000
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Tail probabilities for non-standard risk and queueing processes with subexponential jumps
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- Advances in Applied Probability / Volume 31 / Issue 2 / June 1999
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- 01 July 2016, pp. 422-447
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- June 1999
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Stationarity properties of neural networks
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- Journal of Applied Probability / Volume 35 / Issue 4 / December 1998
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- 14 July 2016, pp. 783-794
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- December 1998
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Stationary M/G/1 excursions in the presence of heavy tails
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- Journal of Applied Probability / Volume 34 / Issue 1 / March 1997
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- 14 July 2016, pp. 208-212
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- March 1997
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Convergence rates for M/G/1 queues and ruin problems with heavy tails
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- Journal of Applied Probability / Volume 33 / Issue 4 / December 1996
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- 14 July 2016, pp. 1181-1190
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- December 1996
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Rate modulation in dams and ruin problems
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- Journal of Applied Probability / Volume 33 / Issue 2 / September 1996
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- 14 July 2016, pp. 523-535
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- September 1996
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Ruin probabilities via local adjustment coefficients
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- Journal of Applied Probability / Volume 32 / Issue 3 / September 1995
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- 14 July 2016, pp. 736-755
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- September 1995
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