Research Article
On a Class of Distributions Stable Under Random Summation
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- 04 February 2016, pp. 303-318
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Birth of a Strongly Connected Giant in an Inhomogeneous Random Digraph
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- 04 February 2016, pp. 601-611
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Functional Relationships Between Price and Volatility Jumps and Their Consequences for Discretely Observed Data
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- 30 January 2018, pp. 901-914
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Central Limit Theorems for Law-Invariant Coherent Risk Measures
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- 04 February 2016, pp. 1-21
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Coagulation Processes with Gibbsian Time Evolution
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- 04 February 2016, pp. 612-626
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Phase-Type Distributions and Optimal Stopping for Autoregressive Processes
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- 04 February 2016, pp. 22-39
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The Time to Ruin in Some Additive Risk Models with Random Premium Rates
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- 30 January 2018, pp. 915-938
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Backward Coalescence Times for Perfect Simulation of Chains with Infinite Memory
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- 04 February 2016, pp. 319-337
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Rational Processes Related to Communicating Markov Processes
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- 04 February 2016, pp. 40-59
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Asymptotic Ruin Probabilities for a Bivariate Lévy-Driven Risk Model with Heavy-Tailed Claims and Risky Investments
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- 30 January 2018, pp. 939-953
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Coalescence in Critical and Subcritical Galton-Watson Branching Processes
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- 04 February 2016, pp. 627-638
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A Symmetry Property for a Class of Random Walks in Stationary Random Environments on Z
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- 04 February 2016, pp. 338-350
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Ruin Probabilities in a Finite-Horizon Risk Model with Investment and Reinsurance
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- 30 January 2018, pp. 954-966
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On Rice's Formula for Stationary Multivariate Piecewise Smooth Processes
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- 04 February 2016, pp. 351-363
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Extinction Probabilities of Supercritical Decomposable Branching Processes
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- 04 February 2016, pp. 639-651
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Weak Convergence Limits for Closed Cyclic Networks of Queues with Multiple Bottleneck Nodes
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- 04 February 2016, pp. 60-83
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A Recurrent Solution of PH/M/c/N-Like and PH/M/c-Like Queues
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- 04 February 2016, pp. 84-99
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Tightness for Maxima of Generalized Branching Random Walks
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- 04 February 2016, pp. 652-670
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Risk Measures and Multivariate Extensions of Breiman's Theorem
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- 04 February 2016, pp. 364-384
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Optimal Design of Dynamic Default Risk Measures
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- 30 January 2018, pp. 967-977
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