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Scaling Limits for Cumulative Input Processes

Mikosch, Thomas; Samorodnitsky, Gennady - In: Mathematics of operations research 32 (2007) 4, pp. 890-918

Persistent link: https://www.econbiz.de/10007879801

Scaling limits for workload process

Mikosch, Thomas; Samorodnitsky, Gennady - 2006

Persistent link: https://www.econbiz.de/10003370422

Modeling teletraffic arrivals by a Poisson cluster process

Fäy, Gilles; González-Arávalo, Bárbera; Mikosch, Thomas - 2005

Persistent link: https://www.econbiz.de/10003250306

Regularly varying functions

Hedegaard Jessen, Anders; Mikosch, Thomas - 2006

Persistent link: https://www.econbiz.de/10003370458

Diagonal effects in claims reserving

Jessen, Anders Hedegaard; Rietdorf, Niels - In: Scandinavian actuarial journal : Actuarial Society of … 2011 (2011) 1, pp. 21-38

Persistent link: https://www.econbiz.de/10008846638

Non-life insurance mathematics : an introduction with stochastic processes

Mikosch, Thomas - 2004

Persistent link: https://www.econbiz.de/10004717915

Copulas : tales and facts

Mikosch, Thomas - 2005

Persistent link: https://www.econbiz.de/10003370329

Non-life insurance mathematics : an introduction with the Poisson process

Mikosch, Thomas - 2009 - 2. ed.

Persistent link: https://www.econbiz.de/10003779944

Tail Probabilities for Regression Estimators

Mikosch, Thomas; de Vries, Casper G. - 2006

Estimators of regression coefficients are known to be asymptotically normally distributed, provided certain regularity conditions are satisfied. In small samples and if the noise is not normally distributed, this can be a poor guide to the quality of the estimators. The paper addresses this...

Persistent link: https://www.econbiz.de/10010325358

Modelling extremal events for insurance and finance

Embrechts, Paul; Klüppelberg, Claudia; Mikosch, Thomas - 1997

Persistent link: https://www.econbiz.de/10004307347