16 results
STOCHASTIC MATCHING MODELS
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- Bulletin of the Australian Mathematical Society / Volume 109 / Issue 2 / April 2024
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- 12 December 2023, pp. 407-408
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- April 2024
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How do empirical estimators of popular risk measures impact pro-cyclicality?
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- Annals of Actuarial Science / Volume 17 / Issue 3 / November 2023
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- 29 March 2023, pp. 547-579
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Interacting nonlinear reinforced stochastic processes: Synchronization or non-synchronization
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- Advances in Applied Probability / Volume 55 / Issue 1 / March 2023
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- 01 August 2022, pp. 275-320
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- March 2023
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USING ADMINISTRATIVE DATA TO GAIN INSIGHTS INTO MICRO-DRIVERS OF PRODUCTIVITY
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- Bulletin of the Australian Mathematical Society / Volume 105 / Issue 1 / February 2022
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- 13 September 2021, pp. 175-176
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- February 2022
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Dynamic programming for discrete-time finite-horizon optimal switching problems with negative switching costs
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- Advances in Applied Probability / Volume 48 / Issue 3 / September 2016
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- 19 September 2016, pp. 832-847
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- September 2016
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Generalized fractional Lévy processes with fractional Brownian motion limit
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- Advances in Applied Probability / Volume 47 / Issue 4 / December 2015
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- 21 March 2016, pp. 1108-1131
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- December 2015
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Inference for a Nonstationary Self-Exciting Point Process with an Application in Ultra-High Frequency Financial Data Modeling
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- Journal of Applied Probability / Volume 50 / Issue 4 / December 2013
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- 30 January 2018, pp. 1006-1024
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- December 2013
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Finite- and Infinite-Time Ruin Probabilities with General Stochastic Investment Return Processes and Bivariate Upper Tail Independent and Heavy-Tailed Claims
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- Advances in Applied Probability / Volume 45 / Issue 1 / March 2013
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- 04 January 2016, pp. 241-273
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- March 2013
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An Inverse Gamma Activity Time Process with Noninteger Parameters and a Self-Similar Limit
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- Journal of Applied Probability / Volume 49 / Issue 2 / June 2012
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- 04 February 2016, pp. 441-450
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- June 2012
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A class of location-independent variability orders, with applications
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- Journal of Applied Probability / Volume 47 / Issue 2 / June 2010
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- 14 July 2016, pp. 407-425
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- June 2010
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A Gamma Activity Time Process with Noninteger Parameter and Self-Similar Limit
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- Journal of Applied Probability / Volume 44 / Issue 4 / December 2007
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- 14 July 2016, pp. 950-959
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- December 2007
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An optimal sequential procedure for a buying-selling problem with independent observations
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- Journal of Applied Probability / Volume 43 / Issue 2 / June 2006
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- 14 July 2016, pp. 454-462
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- June 2006
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A class of complete benchmark models with intensity-based jumps
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- Journal of Applied Probability / Volume 41 / Issue 1 / March 2004
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- 14 July 2016, pp. 19-34
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- March 2004
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Arbitrage in continuous complete markets
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- Advances in Applied Probability / Volume 34 / Issue 3 / September 2002
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- 01 July 2016, pp. 540-558
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- September 2002
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Testing for long memory in the presence of a general trend
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- Journal of Applied Probability / Volume 38 / Issue 4 / December 2001
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- 14 July 2016, pp. 1033-1054
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- December 2001
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Structural inference on the generalized gamma distribution based on type-II progressively censored sample
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- Journal of the Australian Mathematical Society. Series A. Pure Mathematics and Statistics / Volume 50 / Issue 1 / February 1991
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- 09 April 2009, pp. 15-22
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- February 1991
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