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Geometric Sums: Bounds for Rare Events with Applications
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Geometric Sums: Bounds for Rare Events with Applications (1997)Geometric Sums: Bounds for Rare Events wi…Multivariate generalized Laplace distribution and related random fields (2012)Multivariate generalized Lapl…On the transition from heavy traffic to heavy tails for the M/G/1 queue: The regularly varying case (2011)On the transition from heavy …Asymptotic Behavior of Total Times for Jobs That Must Start Over if a Failure Occurs (2008)Asymptotic Behavior of Total …Uniform renewal theory with applications to expansions of random geometric sums (2007)Uniform renewal theory with a…Processor sharing: A survey of the mathematical theory (2007)Processor sharing: A survey o…On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications (2004)On max-sum equivalence and co…Prosperity Paradox of Risk Theory (2002)Prosperity Paradox of Risk Th…Power tailed ruin probabilities in the presence of risky investments (2002)Power tailed ruin probabiliti…Simple approximations of ruin probabilities (2000)Simple approximations of ruin…Fundamentals of Queueing Theory. (1977)Modelling of extremal events in insurance and finance (1994)Modelling Extremal Events (1997)Blocking probabilities of elastic and adaptive calls in the Erlang multirate loss model under the threshold policy (2015)Congestion probabilities of elastic and adaptive calls in Erlang-Engset multirate loss models under the threshold and bandwidth reservation policies (2015)WCFS: a new framework for analyzing multiserver systems (2022)The single server queue in heavy traffic (1961)Multiple channel queues in heavy traffic. I (1970)Open Queueing Networks in Heavy Traffic (1984)Aspects of Risk Theory (1991)Estimates for the probability of ruin with special emphasis on the possibility of large claims (1982)In the insurance business risky investments are dangerous (2002)Asymptotic ruin probabilities and optimal investment (2003)Ruin models with investment income (2008)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)Quantitative Risk Management: Concepts, Techniques, and Tools (2006)Multivariate GARCH models for large-scale applications: A survey (2019)Properties of risk aversion estimated from portfolio weights (2024)Applied Probability and Queues (1987)Applied Probability and Queues (2003)Introduction to Stochastic Processes (2014)Ruin Probabilities (2000)On the time value of absolute ruin with debit interest (2007)Sums of Dependent Nonnegative Random Variables with Subexponential Tails (2008)Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation (2010)
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  • 2002Power tailed ruin probabilities in the presence of risky investments129 cited
  • 2007Processor sharing: A survey of the mathematical theory95 cited
  • 2004On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications92 cited
  • 2012Multivariate generalized Laplace distribution and related random fields91 cited
  • 2008Asymptotic Behavior of Total Times for Jobs That Must Start Over if a Failure Occurs60 cited
  • 2000Simple approximations of ruin probabilities42 cited
  • 2007Uniform renewal theory with applications to expansions of random geometric sums29 cited
  • 2011On the transition from heavy traffic to heavy tails for the M/G/1 queue: The regularly varying case27 cited
  • 2002Prosperity Paradox of Risk Theory0 cited

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