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Found 200 Documents (Results 1–3)

De Gregorio, Alessandro; Garra, Roberto

Alternative probabilistic representations of Barenblatt-type solutions. (English) Zbl 1435.60025

Mod. Stoch., Theory Appl. 7, No. 1, 97-112 (2020).

MSC: 60G07

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Marynych, Alexander; Matsak, Ivan

The laws of iterated and triple logarithms for extreme values of regenerative processes. (English) Zbl 1435.60041

Mod. Stoch., Theory Appl. 7, No. 1, 61-78 (2020).

MSC: 60G70 60F15 60K25

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Macheras, Nikolaos D.; Tzaninis, Spyridon M.

A characterization of equivalent martingale measures in a renewal risk model with applications to premium calculation principles. (English) Zbl 1435.60039

Mod. Stoch., Theory Appl. 7, No. 1, 43-60 (2020).

MSC: 60G55 91G40 28A35 60G44 60K05

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