11 results
Risk management with Tail Quasi-Linear Means
-
- Journal:
- Annals of Actuarial Science / Volume 14 / Issue 1 / March 2020
- Published online by Cambridge University Press:
- 17 October 2019, pp. 170-187
-
- Article
-
- You have access
- Open access
- HTML
- Export citation
Optimal Portfolios for Financial Markets with Wishart Volatility
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 50 / Issue 4 / December 2013
- Published online by Cambridge University Press:
- 30 January 2018, pp. 1025-1043
- Print publication:
- December 2013
-
- Article
-
- You have access
- Export citation
Comparison Results for Markov-Modulated Recursive Models
-
- Journal:
- Probability in the Engineering and Informational Sciences / Volume 11 / Issue 2 / April 1997
- Published online by Cambridge University Press:
- 27 July 2009, pp. 203-217
-
- Article
- Export citation
Multivariate risk processes with interacting intensities
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 40 / Issue 2 / June 2008
- Published online by Cambridge University Press:
- 01 July 2016, pp. 578-601
- Print publication:
- June 2008
-
- Article
-
- You have access
- Export citation
Multivariate Counting Processes: Copulas and Beyond
-
- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 35 / Issue 2 / November 2005
- Published online by Cambridge University Press:
- 17 April 2015, pp. 379-408
- Print publication:
- November 2005
-
- Article
-
- You have access
- Export citation
Portfolio optimization with unobservable Markov-modulated drift process
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 42 / Issue 2 / June 2005
- Published online by Cambridge University Press:
- 14 July 2016, pp. 362-378
- Print publication:
- June 2005
-
- Article
-
- You have access
- Export citation
Optimal control of queueing networks: an approach via fluid models
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 34 / Issue 2 / June 2002
- Published online by Cambridge University Press:
- 01 July 2016, pp. 313-328
- Print publication:
- June 2002
-
- Article
- Export citation
BOUNDS AND PERFORMANCE LIMITS OF CHANNEL ASSIGNMENT POLICIES IN CELLULAR NETWORKS
-
- Journal:
- Probability in the Engineering and Informational Sciences / Volume 16 / Issue 1 / January 2002
- Published online by Cambridge University Press:
- 11 January 2002, pp. 85-100
-
- Article
- Export citation
A monotonicity result for the workload in Markov-modulated queues
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 35 / Issue 3 / September 1998
- Published online by Cambridge University Press:
- 14 July 2016, pp. 741-747
- Print publication:
- September 1998
-
- Article
- Export citation
Modeling and Comparing Dependencies in Multivariate Risk Portfolios
-
- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 28 / Issue 1 / May 1998
- Published online by Cambridge University Press:
- 29 August 2014, pp. 59-76
- Print publication:
- May 1998
-
- Article
-
- You have access
- Export citation
Monotonicity results for MR/GI/1 queues
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 34 / Issue 2 / June 1997
- Published online by Cambridge University Press:
- 14 July 2016, pp. 514-524
- Print publication:
- June 1997
-
- Article
- Export citation