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Found 125 Documents (Results 1–100)

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Solvency of an insurance company in a dual risk model with investment: analysis and numerical study of singular boundary value problems. (English. Russian original) Zbl 1443.91251

Comput. Math. Math. Phys. 59, No. 11, 1904-1927 (2019); translation from Zh. Vychisl. Mat. Mat. Fiz. 59, No. 11, 1973-1997 (2019).
MSC:  91G05 91G60 65N99
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Semiparametric models and two-phase samples: applications to Cox regression. (English) Zbl 1347.60008

Banerjee, M. (ed.) et al., From probability to statistics and back: high-dimensional models and processes. A Festschrift in honor of Jon A. Wellner. Including papers from the conference, Seattle, WA, USA, July 28–31, 2010. Beachwood, OH: IMS, Institute of Mathematical Statistics (ISBN 978-0-940600-83-6). Institute of Mathematical Statistics Collections 9, 65-77 (2013).
MSC:  60F05 60F17 62F12 60J65 60J70 65C60
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Constructing random times with given survival processes and applications to valuation of credit derivatives. (English) Zbl 1228.91070

Chiarella, Carl (ed.) et al., Contemporary quantitative finance. Essays in honour of Eckhard Platen. Papers based on the presentations at the international conference “Quantitative methods in finance”, Sydney, Australia, December 2009. Berlin: Springer (ISBN 978-3-642-03478-7/hbk). 255-280 (2010).
MSC:  91G20 60G35 60G48
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Statistical monitoring of clinical trials. A unified approach. (English) Zbl 1121.62098

Statistics for Biology and Health. New York, NY: Springer (ISBN 0-387-30059-7/hbk). xiii, 258 p. (2006).
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The weak/strong survival transition on trees and nonamenable graphs. (English) Zbl 1130.60080

Sanz-Solé, Marta (ed.) et al., Proceedings of the international congress of mathematicians (ICM), Madrid, Spain, August 22–30, 2006. Volume III: Invited lectures. Zürich: European Mathematical Society (EMS) (ISBN 978-3-03719-022-7/hbk). 637-647 (2006).
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Correlation effects in the trapping problem: General approach and rigorous results. (English) Zbl 0977.60076

Gesztesy, Fritz (ed.) et al., Stochastic processes, physics and geometry: New interplays. II. A volume in honor of Sergio Albeverio. Proceedings of the conference on infinite dimensional (stochastic) analysis and quantum physics, Leipzig, Germany, January 18-22, 1999. Providence, RI: American Mathematical Society (AMS). CMS Conf. Proc. 29, 29-42 (2000).
Reviewer: V.Schmidt (Ulm)
MSC:  60J70
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