EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Cramér-Lundberg approximation"
Narrow search

Narrow search

Year of publication
Subject
All
Cramér–Lundberg approximation 2 Branching random walk 1 Change of measure 1 Cramér-Lundberg approximation 1 Dynamic contagion process 1 Generalised Lundberg’s fundamental equation 1 High-order Lindley equation 1 Large deviations 1 Markov chain 1 Markov-Kette 1 Martingale method 1 Maximum recursion 1 Power law distributions 1 Queueing theory 1 Random difference equations 1 Ruin probability 1 Stochastic fixed-point equations 1 Stochastic process 1 Stochastischer Prozess 1 Warteschlangentheorie 1 Weighted branching processes 1 database lockingreader-writer queues 1 distributional fixed-point equations 1 high-order Lindley equation 1 large deviations 1 many-server queues 1 queueing networks with synchronization 1 weighted branching processes 1
more ... less ...
Online availability
All
Undetermined 3
Type of publication
All
Article 3
Type of publication (narrower categories)
All
Article in journal 1 Aufsatz in Zeitschrift 1
Language
All
Undetermined 2 English 1
Author
All
Olvera-Cravioto, Mariana 2 Dassios, Angelos 1 Jelenković, Predrag R. 1 Lacedelli, Octavio Ruiz 1 Zhao, Hongbiao 1
Published in...
All
Insurance: Mathematics and Economics 1 Mathematics of operations research 1 Stochastic Processes and their Applications 1
Source
All
RePEc 2 ECONIS (ZBW) 1
Showing 1 - 3 of 3
Cover Image
Stationary waiting time in parallel queues with synchronization
Olvera-Cravioto, Mariana; Lacedelli, Octavio Ruiz - In: Mathematics of operations research 46 (2021) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10012498080
Saved in:
Cover Image
Maximums on trees
Jelenković, Predrag R.; Olvera-Cravioto, Mariana - In: Stochastic Processes and their Applications 125 (2015) 1, pp. 217-232
We study the minimal/endogenous solution R to the maximum recursion on weighted branching trees given by R=D(⋁i=1NCiRi)∨Q, where (Q,N,C1,C2,…) is a random vector with N∈N∪{∞}, P(|Q|0)0 and nonnegative weights {Ci}, and {Ri}i∈N is a sequence of i.i.d. copies of R independent of...
Persistent link: https://www.econbiz.de/10011077904
Saved in:
Cover Image
Ruin by dynamic contagion claims
Dassios, Angelos; Zhao, Hongbiao - In: Insurance: Mathematics and Economics 51 (2012) 1, pp. 93-106
horizon model that are generalisations of the Cramér–Lundberg approximation, Lundberg’s fundamental equation, some asymptotics …
Persistent link: https://www.econbiz.de/10010576738
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...