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Publications in Uncertainty

Conditional Tail Expectations for Multivariate Phase-Type Distributions

Journal of Applied Probability

English

A Multitype Contact Process With Frozen Sites: A Spatial Model of Allelopathy

Journal of Applied Probability

English

Winning Rate in the Full-Information Best-Choice Problem

Journal of Applied Probability

English

A Lévy Process Reflected at a Poisson Age Process

Journal of Applied Probability

English

Bounds for Perpetual American Option Prices in a Jump Diffusion Model

Journal of Applied Probability

English

A Minimality Property of the Minimal Martingale Measure

Statistics and Probability Letters

English

Asymptotic Behaviour of Critical Controlled Branching Processes With Random Control Functions

Journal of Applied Probability

English

Bounds for the Probability Distribution Function of the Linear ACD Process

Statistics and Probability Letters

English

Laws of the Iterated Logarithm for a Class of Iterated Processes

Statistics and Probability Letters

English

JPR Volume 41 Issue 1 Cover and Front Matter

Journal of Applied Probability

English