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Regime switching affine processes with applications to finance
Beek, Misha van; Mandjes, Michel; Spreij, Peter; … - In: Finance and stochastics 24 (2020) 2, pp. 309-333
Persistent link: https://www.econbiz.de/10012253354
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Funtional central limit theorems for Markov-modulated infinite-server systems
Blom, J.; De Turck, Koen; Mandjes, Michel - In: Mathematical methods of operations research 83 (2016) 3, pp. 351-372
Persistent link: https://www.econbiz.de/10011673674
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Congestion analysis of unsignalized intersections : the impact of impatience and Markov platooning
Abhishek; Boon, Marko A. A.; Mandjes, Michel; … - In: European journal of operational research : EJOR 273 (2019) 3, pp. 1026-1035
Persistent link: https://www.econbiz.de/10011987678
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Explicit computations for some Markov modulated counting processes
Mandjes, Michel; Spreij, Peter - In: Advanced modelling in mathematical finance : in honour …, (pp. 63-89). 2016
Persistent link: https://www.econbiz.de/10011800337
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A stochastic model of group wealth responses to insurancemechanisms in low-income communities
Henshaw, Kira; Mandjes, Michel; Constantinescu, Corina - In: Scandinavian actuarial journal 2024 (2024) 4, pp. 301-328
Persistent link: https://www.econbiz.de/10014520538
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Cramér-Lundberg asymptotics for spectrally positive Markov additive processes
Kreveld, Lucas van; Mandjes, Michel; Dorsman, Jan-Pieter - In: Scandinavian actuarial journal 2024 (2024) 6, pp. 561-582
Persistent link: https://www.econbiz.de/10015052470