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Advances in reliability
Balakrishnan, Narayanaswamy (contributor);  … - 2001 - 1. ed.
Persistent link: https://www.econbiz.de/10001573561
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Applied stochastic models in business and industry
Chichester : Wiley - 15.1999,2 -
Persistent link: https://www.econbiz.de/10012166110
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Stochastic point processes and their applications
Srinivasan, Sumangali K.; Srinivasan, Sumangali K. - 1974
Persistent link: https://www.econbiz.de/10000054642
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A parametric approach o stochastic dominance : the lognormal case
Kroll, Yoram; Levy, Haim - In: Management science : journal of the Institute for … 32 (1986) 3, pp. 283-288
Persistent link: https://www.econbiz.de/10003609706
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Parameter estimation of a bivariate compound Poisson process
Esmaeili, Habib; Klüppelberg, Claudia - In: Insurance / Mathematics & economics 47 (2010) 2, pp. 224-233
Persistent link: https://www.econbiz.de/10008654242
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Moment-implied densities : properties and applications
Ghysels, Eric; Wang, Fangfang - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 1, pp. 88-111
Persistent link: https://www.econbiz.de/10010380476
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Nonparametric estimation for the ruin probability in a Lévy risk model under low-frequency observation
Zhang, Zhimin; Yang, Hailiang - In: Insurance / Mathematics & economics 59 (2014), pp. 168-177
Persistent link: https://www.econbiz.de/10010469141
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Perturbation and symmetry techniques applied to finance
Taylor, Stephen - 2010
Persistent link: https://www.econbiz.de/10010418488
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Parameter estimation for the Birnbaum-Saunders distribution under an accelerated degradation test
Ho, Jyh-wen - In: European journal of industrial engineering : EJIE 6 (2012) 5, pp. 644-665
Persistent link: https://www.econbiz.de/10009675226
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Pitfalls in estimating jump-diffusion models
Honoré, Peter - 1998
Persistent link: https://www.econbiz.de/10000994072